+254.8%
SU vs PR
+152.6%
+102.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | -13.4% | -16.4% | +3.0% | -9.5% |
| 30D | +0.9% | -1.9% | +2.8% | +1.4% |
| 3M | +12.8% | +8.0% | +4.8% | +10.7% |
| 6M | +8.3% | +4.1% | +4.2% | +7.3% |
| YTD | +58.2% | +58.7% | -0.5% | +41.6% |
| 1Y | +67.1% | +75.8% | -8.7% | +45.9% |
| 3Y | +125.6% | +73.2% | +52.5% | +96.3% |
| 5Y | +213.6% | +230.1% | -16.5% | +132.1% |
| 10Y | +234.7% | +67.4% | +167.3% | +135.3% |
| All | +254.8% | +152.6% | +102.2% | +154.9% |
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