+28.2%
PFE vs SE
+358.6%
-330.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -2.1% | -1.5% | -0.6% | -2.0% |
| 30D | +3.1% | -22.3% | +25.4% | +4.5% |
| 3M | +11.2% | -41.8% | +53.0% | +14.4% |
| 6M | +15.0% | -22.4% | +37.4% | +16.2% |
| YTD | +23.5% | -41.6% | +65.1% | +26.4% |
| 1Y | +18.9% | -48.0% | +66.9% | +22.4% |
| 3Y | +18.7% | +63.9% | -45.1% | +12.5% |
| 5Y | -24.0% | -78.2% | +54.1% | -20.4% |
| All | +28.2% | +358.6% | -330.4% | -4.1% |
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