+235.8%
SU vs PR
+83.7%
+152.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | 0.0% |
| 7D | +0.3% | +6.7% | -6.4% | -1.3% |
| 30D | -7.9% | -6.1% | -1.7% | -6.3% |
| 3M | +9.2% | +6.9% | +2.3% | +7.4% |
| 6M | +5.5% | +14.6% | -9.1% | +2.1% |
| YTD | +59.5% | +66.1% | -6.7% | +41.0% |
| 1Y | +59.9% | +77.0% | -17.1% | +39.2% |
| 3Y | +130.3% | +93.8% | +36.5% | +94.8% |
| 5Y | +225.3% | +268.2% | -42.9% | +134.7% |
| All | +235.8% | +83.7% | +152.0% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling