+117.4%
PM vs SE
-68.6%
+186.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -4.9% | -6.1% | +1.2% | -4.7% |
| 30D | -3.4% | -2.5% | -0.9% | -3.4% |
| 3M | +5.2% | +21.7% | -16.5% | +4.6% |
| 6M | +3.7% | +27.0% | -23.3% | +2.9% |
| YTD | +15.8% | -12.1% | +27.9% | +15.9% |
| 1Y | +17.4% | -40.9% | +58.3% | +18.9% |
| 3Y | +116.9% | +191.0% | -74.1% | +105.6% |
| All | +117.4% | -68.6% | +186.0% | +110.3% |
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