+247.5%
SU vs PR
+169.5%
+78.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +3.6% | +2.9% | +0.7% | +2.9% |
| 30D | +7.9% | +18.0% | -10.2% | +3.5% |
| 3M | +3.5% | +16.9% | -13.4% | -0.4% |
| 6M | +19.0% | +28.2% | -9.2% | +12.0% |
| YTD | +55.0% | +69.3% | -14.4% | +36.4% |
| 1Y | +71.2% | +69.5% | +1.7% | +50.3% |
| 3Y | +117.4% | +81.7% | +35.7% | +86.6% |
| 5Y | +335.2% | +422.2% | -87.1% | +193.9% |
| 10Y | +248.7% | +110.4% | +138.4% | +141.5% |
| All | +247.5% | +169.5% | +78.0% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling