+181.8%
PM vs SE
+366.0%
-184.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +5.2% | -31.8% | +37.0% | +7.1% |
| 6M | +17.0% | -15.9% | +32.9% | +17.6% |
| YTD | +25.5% | -40.6% | +66.1% | +28.2% |
| 1Y | +35.5% | -50.7% | +86.2% | +39.7% |
| 3Y | +143.9% | +70.3% | +73.6% | +129.6% |
| 5Y | +161.8% | -78.8% | +240.7% | +175.9% |
| All | +181.8% | +366.0% | -184.2% | +111.0% |
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