+28.1%
PFE vs SE
+379.8%
-351.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.7% |
| 7D | -4.7% | +3.3% | -8.0% | -4.9% |
| 30D | +3.4% | -18.2% | +21.5% | +4.4% |
| 3M | +9.2% | -31.3% | +40.5% | +11.3% |
| 6M | +15.8% | -10.1% | +25.9% | +16.0% |
| YTD | +23.4% | -38.9% | +62.3% | +26.0% |
| 1Y | +25.8% | -48.0% | +73.8% | +29.5% |
| 3Y | +17.8% | +78.8% | -61.0% | +11.1% |
| 5Y | -20.2% | -77.1% | +56.9% | -16.6% |
| All | +28.1% | +379.8% | -351.7% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling