+20.4%
PFE vs SRE
+11.1%
+9.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | +3.8% | +1.9% | +2.0% | +3.4% |
| 3M | +10.4% | -3.3% | +13.6% | +10.9% |
| 6M | +6.3% | -6.4% | +12.7% | +7.3% |
| YTD | +17.4% | -1.8% | +19.2% | +17.0% |
| All | +20.4% | +11.1% | +9.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling