+126.0%
PFE vs SRE
+1,525.5%
-1,399.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +10.2% | -0.7% | +11.0% | +10.2% |
| 3M | +12.7% | -6.3% | +19.0% | +14.6% |
| 6M | +10.5% | -10.7% | +21.2% | +13.9% |
| YTD | +20.2% | -3.5% | +23.6% | +20.7% |
| 1Y | +24.1% | +5.3% | +18.8% | +21.1% |
| 3Y | -3.6% | +31.8% | -35.4% | -14.1% |
| 5Y | -20.9% | +47.4% | -68.2% | -32.7% |
| 10Y | +35.8% | +120.6% | -84.7% | -2.0% |
| All | +126.0% | +1,525.5% | -1,399.5% | -8.5% |
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