+136.7%
PFE vs SRE
+1,428.8%
-1,292.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.7% | -8.2% | +7.5% | +1.9% |
| 30D | +5.3% | -3.6% | +9.0% | +6.5% |
| 3M | +10.1% | -6.3% | +16.4% | +11.9% |
| 6M | +18.0% | -13.0% | +31.1% | +22.6% |
| YTD | +25.8% | -9.2% | +35.0% | +28.6% |
| 1Y | +28.4% | -13.1% | +41.6% | +33.1% |
| 3Y | +20.9% | +22.4% | -1.5% | +10.2% |
| 5Y | -21.5% | +47.1% | -68.6% | -33.3% |
| 10Y | +46.2% | +121.0% | -74.8% | +5.5% |
| All | +136.7% | +1,428.8% | -1,292.1% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling