+106.6%
PCAR vs SRE
+43.0%
+63.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.7% |
| 7D | +0.1% | -9.2% | +9.2% | +3.2% |
| 30D | -4.6% | -1.9% | -2.7% | -4.1% |
| 3M | -22.6% | -6.5% | -16.0% | -21.1% |
| 6M | -12.0% | -15.2% | +3.3% | -7.3% |
| YTD | -6.1% | -9.5% | +3.4% | -3.6% |
| 1Y | +6.3% | -13.2% | +19.5% | +10.7% |
| 3Y | +31.8% | +19.5% | +12.3% | +17.5% |
| All | +106.6% | +43.0% | +63.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling