-49.7%
SE vs PH
+13.9%
-63.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.1% |
| 7D | +3.3% | +3.0% | +0.2% | +2.5% |
| 30D | -18.2% | -0.6% | -17.5% | -18.2% |
| 3M | -31.3% | -10.7% | -20.5% | -30.3% |
| 6M | -10.1% | +9.1% | -19.2% | -13.1% |
| YTD | -38.9% | +9.5% | -48.4% | -38.8% |
| All | -49.7% | +13.9% | -63.6% | -47.8% |
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