-4.6%
PEP vs SE
+64.7%
-69.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.2% |
| 7D | +6.7% | -1.2% | +7.9% | +6.7% |
| 30D | +13.5% | -21.7% | +35.2% | +13.5% |
| 3M | +3.9% | -34.2% | +38.1% | +4.0% |
| 6M | -6.0% | -10.5% | +4.5% | -6.0% |
| YTD | +2.5% | -40.7% | +43.2% | +2.1% |
| 1Y | +3.9% | -52.1% | +56.0% | +3.7% |
| All | -4.6% | +64.7% | -69.3% | -6.7% |
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 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