+597.0%
SE vs PH
+496.4%
+100.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -0.1% | -10.8% | +10.7% | +6.1% |
| 3M | +34.1% | +8.5% | +25.7% | +27.0% |
| 6M | +23.2% | +3.9% | +19.3% | +18.7% |
| YTD | -11.2% | +9.4% | -20.6% | -16.9% |
| 1Y | -40.5% | +26.8% | -67.3% | -49.3% |
| 3Y | +196.3% | +140.8% | +55.5% | +72.5% |
| 5Y | -67.0% | +253.8% | -320.8% | -84.2% |
| All | +597.0% | +496.4% | +100.5% | +144.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling