+125.0%
SU vs PNR
-14.5%
+139.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +2.2% | -6.0% | +8.3% | +2.9% |
| 30D | +8.4% | -14.0% | +22.4% | +10.1% |
| 3M | +12.1% | -21.7% | +33.8% | +14.7% |
| 6M | +19.7% | -37.3% | +56.9% | +26.6% |
| YTD | +58.4% | -45.1% | +103.5% | +72.0% |
| 1Y | +67.2% | -49.1% | +116.4% | +84.9% |
| 3Y | +125.0% | -14.8% | +139.9% | +125.8% |
| All | +125.0% | -14.5% | +139.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling