-75.2%
PCG vs SRE
+121.7%
-196.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.4% |
| 7D | +5.4% | +1.4% | +4.0% | +4.3% |
| 30D | -15.1% | +1.9% | -17.0% | -15.9% |
| 3M | -9.8% | -3.3% | -6.5% | -7.2% |
| 6M | -18.0% | -6.4% | -11.6% | -13.5% |
| YTD | -7.2% | -1.8% | -5.4% | -5.6% |
| 1Y | +2.9% | +10.7% | -7.9% | -4.5% |
| 3Y | -11.1% | +31.8% | -42.9% | -30.5% |
| 5Y | +61.8% | +49.2% | +12.6% | +12.3% |
| 10Y | -75.2% | +118.5% | -193.7% | -85.9% |
| All | -75.2% | +121.7% | -196.8% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling