+3.3%
PEP vs SE
-78.9%
+82.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.3% |
| 7D | +6.7% | -1.2% | +7.9% | +6.7% |
| 30D | +13.5% | -21.7% | +35.2% | +14.0% |
| 3M | +3.9% | -34.2% | +38.1% | +4.7% |
| 6M | -6.0% | -10.5% | +4.5% | -5.9% |
| YTD | +2.5% | -40.7% | +43.2% | +3.2% |
| 1Y | +3.9% | -52.1% | +56.0% | +5.2% |
| 3Y | -4.7% | +68.9% | -73.5% | -7.4% |
| All | +3.3% | -78.9% | +82.2% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling