+179.0%
PM vs SE
+372.6%
-193.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -6.6% | 0.0% | -6.7% | -6.6% |
| 30D | -3.4% | -19.4% | +15.9% | -2.4% |
| 3M | +5.3% | -33.1% | +38.4% | +7.3% |
| 6M | +15.5% | -11.4% | +27.0% | +15.8% |
| YTD | +24.3% | -39.8% | +64.1% | +26.8% |
| 1Y | +29.7% | -50.5% | +80.2% | +33.7% |
| 3Y | +144.9% | +68.9% | +76.0% | +130.7% |
| 5Y | +159.0% | -77.1% | +236.1% | +171.1% |
| All | +179.0% | +372.6% | -193.6% | +108.8% |
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