+3.5%
PEP vs SE
-49.0%
+52.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | +0.4% |
| 7D | +1.0% | +3.3% | -2.2% | +1.1% |
| 30D | +12.6% | -18.2% | +30.8% | +12.3% |
| 3M | +3.1% | -31.3% | +34.4% | +2.8% |
| 6M | -6.3% | -10.1% | +3.8% | -6.2% |
| YTD | +1.9% | -38.9% | +40.8% | -2.1% |
| All | +3.5% | -49.0% | +52.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling