-11.9%
PEP vs SE
+197.9%
-209.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.4% | -6.1% | +4.7% | -1.4% |
| 30D | +0.2% | -2.5% | +2.7% | +0.2% |
| 3M | -1.1% | +21.7% | -22.8% | -1.2% |
| 6M | -13.5% | +27.0% | -40.5% | -13.6% |
| YTD | -1.2% | -12.1% | +10.9% | -1.5% |
| 1Y | -1.6% | -40.9% | +39.4% | -1.5% |
| All | -11.9% | +197.9% | -209.8% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling