+68.5%
PEP vs SE
+379.8%
-311.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | +0.2% |
| 7D | +1.0% | +3.3% | -2.2% | +0.9% |
| 30D | +12.6% | -18.2% | +30.8% | +13.6% |
| 3M | +3.1% | -31.3% | +34.4% | +4.9% |
| 6M | -6.3% | -10.1% | +3.8% | -6.1% |
| YTD | +1.9% | -38.9% | +40.8% | +3.7% |
| 1Y | +3.3% | -48.0% | +51.3% | +6.0% |
| 3Y | -4.8% | +78.8% | -83.7% | -10.4% |
| 5Y | +2.0% | -77.1% | +79.2% | +7.4% |
| All | +68.5% | +379.8% | -311.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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