+363.5%
SE vs PH
+497.6%
-134.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.5% | +4.3% | -4.8% | -2.8% |
| 30D | -20.9% | +0.1% | -21.1% | -21.2% |
| 3M | -38.9% | -9.4% | -29.5% | -35.9% |
| 6M | -19.4% | +8.8% | -28.2% | -24.3% |
| YTD | -40.9% | +9.6% | -50.6% | -45.0% |
| 1Y | -46.2% | +14.4% | -60.6% | -51.2% |
| 3Y | +63.7% | +134.5% | -70.8% | -3.1% |
| 5Y | -77.9% | +204.4% | -282.4% | -88.7% |
| All | +363.5% | +497.6% | -134.1% | +61.9% |
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