+379.5%
SE vs PH
+496.9%
-117.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +0.7% |
| 7D | +3.3% | +3.0% | +0.2% | +1.5% |
| 30D | -18.2% | -0.6% | -17.5% | -18.0% |
| 3M | -31.3% | -10.7% | -20.5% | -27.3% |
| 6M | -10.1% | +9.1% | -19.2% | -15.6% |
| YTD | -38.9% | +9.5% | -48.4% | -43.1% |
| 1Y | -48.0% | +14.0% | -62.0% | -52.8% |
| 3Y | +78.8% | +138.9% | -60.1% | +4.8% |
| 5Y | -77.1% | +209.1% | -286.3% | -88.4% |
| All | +379.5% | +496.9% | -117.4% | +67.7% |
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