+159.9%
PM vs SE
+589.8%
-429.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -4.9% | -6.1% | +1.2% | -4.6% |
| 30D | -3.4% | -2.5% | -0.9% | -3.3% |
| 3M | +5.2% | +21.7% | -16.5% | +3.9% |
| 6M | +3.7% | +27.0% | -23.3% | +2.0% |
| YTD | +15.8% | -12.1% | +27.9% | +16.0% |
| 1Y | +17.4% | -40.9% | +58.3% | +20.0% |
| 3Y | +116.9% | +191.0% | -74.1% | +98.2% |
| 5Y | +117.3% | -68.3% | +185.6% | +124.1% |
| All | +159.9% | +589.8% | -429.9% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling