+27.8%
PCAR vs SRE
+8.0%
+19.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -7.7% | +1.9% | -9.6% | -8.4% |
| 3M | +3.7% | -3.3% | +7.0% | +4.5% |
| 6M | +2.3% | -6.4% | +8.7% | +3.9% |
| YTD | +12.8% | -1.8% | +14.6% | +12.9% |
| 1Y | +27.8% | +10.7% | +17.0% | +18.1% |
| All | +27.8% | +8.0% | +19.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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