-4.8%
PEP vs SRE
+22.3%
-27.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +1.0% | -8.4% | +9.4% | +2.6% |
| 30D | +12.6% | -3.2% | +15.8% | +13.2% |
| 3M | +3.1% | -5.3% | +8.5% | +4.0% |
| 6M | -6.3% | -12.6% | +6.3% | -4.1% |
| YTD | +1.9% | -8.8% | +10.6% | +3.4% |
| 1Y | +3.3% | -13.4% | +16.7% | +5.8% |
| 3Y | -4.8% | +24.4% | -29.2% | -14.0% |
| All | -4.8% | +22.3% | -27.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling