+128.9%
SU vs PR
+95.8%
+33.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.2% |
| 7D | +1.7% | +6.0% | -4.3% | -1.4% |
| 30D | -7.9% | -4.2% | -3.7% | -5.7% |
| 3M | +7.5% | +10.0% | -2.4% | +2.2% |
| 6M | +7.2% | +15.6% | -8.4% | -0.9% |
| YTD | +60.9% | +68.2% | -7.3% | +22.7% |
| 1Y | +63.6% | +79.2% | -15.6% | +20.7% |
| 3Y | +128.9% | +94.9% | +34.0% | +47.8% |
| All | +128.9% | +95.8% | +33.1% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling