+4.7%
PEP vs SE
-68.6%
+73.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | -6.1% | +4.7% | -1.3% |
| 30D | +0.2% | -2.5% | +2.7% | +0.2% |
| 3M | -1.1% | +21.7% | -22.8% | -1.6% |
| 6M | -13.5% | +27.0% | -40.5% | -14.0% |
| YTD | -1.2% | -12.1% | +10.9% | -1.2% |
| 1Y | -1.6% | -40.9% | +39.4% | -0.7% |
| 3Y | -12.5% | +191.0% | -203.5% | -16.2% |
| All | +4.7% | -68.6% | +73.4% | +3.2% |
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