+24.7%
PFE vs SE
+589.8%
-565.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +1.8% | -6.1% | +7.8% | +2.1% |
| 30D | +10.2% | -2.5% | +12.7% | +10.3% |
| 3M | +12.7% | +21.7% | -9.0% | +11.2% |
| 6M | +10.5% | +27.0% | -16.5% | +8.6% |
| YTD | +20.2% | -12.1% | +32.3% | +20.4% |
| 1Y | +24.1% | -40.9% | +65.0% | +26.9% |
| 3Y | -3.6% | +191.0% | -194.6% | -11.6% |
| 5Y | -20.9% | -68.3% | +47.4% | -18.7% |
| All | +24.7% | +589.8% | -565.1% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling