-21.5%
PFE vs SRE
+43.0%
-64.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.2% |
| 7D | -3.7% | -9.2% | +5.5% | -1.8% |
| 30D | +5.0% | -1.9% | +6.9% | +5.4% |
| 3M | +12.2% | -6.5% | +18.7% | +13.5% |
| 6M | +14.6% | -15.2% | +29.8% | +18.5% |
| YTD | +24.1% | -9.5% | +33.6% | +26.1% |
| 1Y | +26.6% | -13.2% | +39.8% | +29.8% |
| 3Y | +14.3% | +19.5% | -5.2% | +5.2% |
| All | -21.5% | +43.0% | -64.5% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling