+23.2%
PFE vs SE
-53.5%
+76.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.5% |
| 7D | -3.0% | -7.7% | +4.8% | -2.6% |
| 30D | +5.2% | -22.8% | +28.0% | +6.4% |
| 3M | +12.2% | -43.7% | +56.0% | +15.2% |
| 6M | +17.8% | -12.8% | +30.6% | +17.2% |
| YTD | +26.2% | -42.0% | +68.2% | +28.8% |
| 1Y | +23.2% | -48.0% | +71.2% | +28.0% |
| All | +23.2% | -53.5% | +76.7% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling