+365.7%
SE vs PFG
+126.5%
+239.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.9% |
| 7D | +2.0% | -0.6% | +2.7% | +2.4% |
| 30D | -20.0% | +2.0% | -22.0% | -20.7% |
| 3M | -31.8% | -3.2% | -28.6% | -31.1% |
| 6M | -15.9% | +10.9% | -26.8% | -20.2% |
| YTD | -40.6% | +28.8% | -69.5% | -47.3% |
| 1Y | -50.7% | +39.2% | -89.9% | -57.8% |
| 3Y | +70.3% | +75.0% | -4.7% | +30.3% |
| 5Y | -78.8% | +91.9% | -170.8% | -84.0% |
| All | +365.7% | +126.5% | +239.3% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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