-40.9%
SE vs PH
+30.5%
-71.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -6.1% | -3.1% | -3.0% | -5.7% |
| 30D | -2.5% | -3.2% | +0.8% | -2.2% |
| 3M | +21.7% | +10.6% | +11.1% | +18.2% |
| 6M | +27.0% | -2.1% | +29.1% | +25.2% |
| YTD | -12.1% | +10.2% | -22.3% | -13.1% |
| 1Y | -40.9% | +28.2% | -69.1% | -42.4% |
| All | -40.9% | +30.5% | -71.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling