+14.3%
PFE vs SE
+64.9%
-50.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.6% |
| 7D | -3.7% | +2.0% | -5.7% | -3.7% |
| 30D | +5.0% | -20.0% | +25.0% | +5.6% |
| 3M | +12.2% | -31.8% | +44.0% | +13.4% |
| 6M | +14.6% | -15.9% | +30.5% | +14.8% |
| YTD | +24.1% | -40.6% | +64.8% | +25.4% |
| 1Y | +26.6% | -50.7% | +77.2% | +28.4% |
| 3Y | +14.3% | +70.3% | -56.0% | +7.4% |
| All | +14.3% | +64.9% | -50.6% | +7.4% |
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 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