+17.0%
PG vs SE
-48.0%
+65.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.2% | +3.2% |
| 7D | +5.7% | +6.7% | -0.9% | +5.7% |
| 30D | +15.4% | -17.2% | +32.6% | +15.4% |
| 3M | +13.8% | -28.0% | +41.8% | +13.7% |
| 6M | +18.3% | -6.1% | +24.4% | +18.0% |
| YTD | +20.1% | -37.1% | +57.3% | +15.0% |
| 1Y | +17.0% | -48.8% | +65.8% | +8.3% |
| All | +17.0% | -48.0% | +65.0% | +8.3% |
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