+63.7%
SE vs PH
+135.5%
-71.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.5% | +4.3% | -4.8% | -2.4% |
| 30D | -20.9% | +0.1% | -21.1% | -21.1% |
| 3M | -38.9% | -9.4% | -29.5% | -36.3% |
| 6M | -19.4% | +8.8% | -28.2% | -23.8% |
| YTD | -40.9% | +9.6% | -50.6% | -44.7% |
| 1Y | -46.2% | +14.4% | -60.6% | -50.8% |
| 3Y | +63.7% | +134.5% | -70.8% | +37.6% |
| All | +63.7% | +135.5% | -71.8% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling