+23.4%
PFE vs SE
+62.6%
-39.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.4% |
| 7D | -3.0% | -7.7% | +4.8% | -2.7% |
| 30D | +5.2% | -22.8% | +28.0% | +6.0% |
| 3M | +12.2% | -43.7% | +56.0% | +14.2% |
| 6M | +17.8% | -12.8% | +30.6% | +17.8% |
| YTD | +26.2% | -42.0% | +68.2% | +27.5% |
| 1Y | +23.2% | -48.0% | +71.2% | +24.9% |
| All | +23.4% | +62.6% | -39.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling