+69.5%
PEP vs SE
+365.4%
-295.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.5% |
| 7D | +6.7% | -1.2% | +7.9% | +6.7% |
| 30D | +13.5% | -21.7% | +35.2% | +14.8% |
| 3M | +3.9% | -34.2% | +38.1% | +5.9% |
| 6M | -6.0% | -10.5% | +4.5% | -5.8% |
| YTD | +2.5% | -40.7% | +43.2% | +4.5% |
| 1Y | +3.9% | -52.1% | +56.0% | +7.1% |
| 3Y | -4.7% | +68.9% | -73.5% | -9.9% |
| 5Y | +1.1% | -78.9% | +80.0% | +7.1% |
| All | +69.5% | +365.4% | -295.9% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling