+48.8%
PFE vs SRE
+127.7%
-78.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -1.7% | +1.8% | -3.5% | -2.2% |
| 30D | +0.3% | -3.0% | +3.3% | +1.2% |
| 3M | +9.4% | -7.3% | +16.6% | +11.4% |
| 6M | +14.9% | -11.9% | +26.8% | +18.6% |
| YTD | +23.8% | -7.9% | +31.7% | +25.8% |
| 1Y | +19.5% | -11.1% | +30.7% | +22.7% |
| 3Y | +21.0% | +24.8% | -3.8% | +9.4% |
| 5Y | -23.9% | +52.4% | -76.2% | -36.0% |
| All | +48.8% | +127.7% | -78.9% | +15.3% |
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