+163.1%
PM vs SE
+597.4%
-434.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | +5.8% | +34.1% | -28.3% | +4.0% |
| 6M | +10.6% | +23.2% | -12.7% | +9.0% |
| YTD | +17.2% | -11.2% | +28.3% | +17.3% |
| 1Y | +17.6% | -40.5% | +58.2% | +20.3% |
| 3Y | +124.3% | +196.3% | -72.0% | +104.7% |
| 5Y | +125.1% | -67.0% | +192.1% | +131.4% |
| All | +163.1% | +597.4% | -434.4% | +93.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling