+177.4%
PM vs SE
+379.8%
-202.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.4% | -2.6% |
| 7D | -7.3% | +3.3% | -10.6% | -7.4% |
| 30D | -4.0% | -18.2% | +14.1% | -3.1% |
| 3M | +2.7% | -31.3% | +34.0% | +4.6% |
| 6M | +14.9% | -10.1% | +25.0% | +15.0% |
| YTD | +23.5% | -38.9% | +62.4% | +26.0% |
| 1Y | +30.4% | -48.0% | +78.4% | +34.0% |
| 3Y | +143.2% | +78.8% | +64.4% | +128.3% |
| 5Y | +159.5% | -77.1% | +236.6% | +171.8% |
| All | +177.4% | +379.8% | -202.4% | +107.4% |
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