-17.3%
PCG vs SRE
+1,525.5%
-1,542.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.9% |
| 7D | -13.9% | -0.3% | -13.5% | -13.2% |
| 30D | -16.9% | -0.7% | -16.1% | -16.0% |
| 3M | -14.7% | -6.3% | -8.4% | -10.5% |
| 6M | -23.8% | -10.7% | -13.2% | -17.4% |
| YTD | -10.5% | -3.5% | -7.0% | -8.0% |
| 1Y | -5.1% | +5.3% | -10.4% | -8.1% |
| 3Y | -11.6% | +31.8% | -43.4% | -28.5% |
| 5Y | +59.0% | +47.4% | +11.7% | +17.7% |
| 10Y | -75.7% | +120.6% | -196.3% | -86.0% |
| All | -17.3% | +1,525.5% | -1,542.9% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling