+108.4%
PG vs SE
+597.4%
-489.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -0.1% | -0.1% | -0.1% | -0.2% |
| 3M | +1.1% | +34.1% | -33.1% | -0.3% |
| 6M | -3.8% | +23.2% | -27.0% | -4.9% |
| YTD | +3.8% | -11.2% | +15.0% | +3.9% |
| 1Y | -5.8% | -40.5% | +34.8% | -4.2% |
| 3Y | +3.0% | +196.3% | -193.3% | -3.9% |
| 5Y | +14.5% | -67.0% | +81.5% | +17.1% |
| All | +108.4% | +597.4% | -489.0% | +67.7% |
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