-20.7%
PFE vs SE
-68.6%
+47.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +1.8% | -6.1% | +7.8% | +2.0% |
| 30D | +10.2% | -2.5% | +12.7% | +10.3% |
| 3M | +12.7% | +21.7% | -9.0% | +11.7% |
| 6M | +10.5% | +27.0% | -16.5% | +9.3% |
| YTD | +20.2% | -12.1% | +32.3% | +20.2% |
| 1Y | +24.1% | -40.9% | +65.0% | +25.8% |
| 3Y | -3.6% | +191.0% | -194.6% | -8.8% |
| All | -20.7% | -68.6% | +47.9% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling