-78.0%
SE vs PH
+203.8%
-281.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.5% | +4.3% | -4.8% | -3.5% |
| 30D | -20.9% | +0.1% | -21.1% | -21.3% |
| 3M | -38.9% | -9.4% | -29.5% | -34.9% |
| 6M | -19.4% | +8.8% | -28.2% | -26.2% |
| YTD | -40.9% | +9.6% | -50.6% | -46.8% |
| 1Y | -46.2% | +14.4% | -60.6% | -53.3% |
| 3Y | +63.7% | +134.5% | -70.8% | -30.6% |
| All | -78.0% | +203.8% | -281.8% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling