-19.4%
PCG vs SRE
-15.3%
-4.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | +0.2% |
| 7D | -1.6% | -9.2% | +7.6% | +8.7% |
| 30D | +1.4% | -1.9% | +3.3% | +2.2% |
| 3M | -23.4% | -6.5% | -16.8% | -17.8% |
| 6M | -19.4% | -15.2% | -4.1% | -6.2% |
| All | -19.4% | -15.3% | -4.0% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling