+108.0%
PG vs SE
+553.8%
-445.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.7% |
| 7D | -0.8% | -5.2% | +4.4% | -0.6% |
| 30D | +0.8% | -17.1% | +17.9% | +1.6% |
| 3M | -1.3% | +24.0% | -25.3% | -2.4% |
| 6M | -3.8% | +21.0% | -24.8% | -4.8% |
| YTD | +3.6% | -16.7% | +20.3% | +3.9% |
| 1Y | -5.7% | -45.9% | +40.2% | -3.8% |
| 3Y | +1.6% | +177.8% | -176.2% | -5.0% |
| 5Y | +14.6% | -67.4% | +82.0% | +17.1% |
| All | +108.0% | +553.8% | -445.8% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling