+162.6%
PM vs SE
-78.2%
+240.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +1.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -3.2% | -20.9% | +17.7% | -2.7% |
| 3M | +6.2% | -38.9% | +45.1% | +7.4% |
| 6M | +7.7% | -19.4% | +27.1% | +8.1% |
| YTD | +27.3% | -40.9% | +68.2% | +28.6% |
| 1Y | +32.8% | -46.2% | +79.0% | +34.5% |
| 3Y | +150.0% | +63.7% | +86.3% | +141.2% |
| All | +162.6% | -78.2% | +240.7% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling