+168.1%
PM vs SE
-78.9%
+247.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.2% | +2.0% | -7.2% | -5.3% |
| 30D | +2.7% | -20.0% | +22.7% | +3.2% |
| 3M | +6.1% | -31.8% | +37.9% | +7.0% |
| 6M | +18.0% | -15.9% | +33.9% | +18.3% |
| YTD | +26.6% | -40.6% | +67.2% | +27.9% |
| 1Y | +36.7% | -50.7% | +87.4% | +38.8% |
| 3Y | +146.0% | +70.3% | +75.7% | +137.1% |
| All | +168.1% | -78.9% | +247.0% | +139.4% |
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 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