+90.1%
PEP vs SRE
+120.6%
-30.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.1% | -5.6% | +6.7% | +3.1% |
| 30D | +13.6% | -4.5% | +18.1% | +15.3% |
| 3M | +5.1% | -7.7% | +12.8% | +7.8% |
| 6M | -1.6% | -14.4% | +12.8% | +3.5% |
| YTD | +3.3% | -9.4% | +12.7% | +6.3% |
| 1Y | +3.2% | -13.8% | +17.1% | +8.0% |
| 3Y | -3.9% | +22.2% | -26.1% | -14.7% |
| 5Y | +4.0% | +50.5% | -46.4% | -16.5% |
| 10Y | +90.1% | +124.1% | -34.0% | +25.3% |
| All | +90.1% | +120.6% | -30.4% | +25.3% |
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 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