+541.4%
PG vs SRE
+1,524.7%
-983.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -1.5% | -1.7% | +0.2% | -1.2% |
| 3M | -3.4% | -7.1% | +3.7% | -1.5% |
| 6M | -7.0% | -8.4% | +1.4% | -4.9% |
| YTD | +2.0% | -3.5% | +5.5% | +2.6% |
| 1Y | -6.5% | +5.4% | -11.9% | -8.4% |
| 3Y | +1.2% | +29.5% | -28.4% | -8.6% |
| 5Y | +12.8% | +48.3% | -35.5% | -2.8% |
| 10Y | +117.7% | +123.5% | -5.8% | +62.1% |
| All | +541.4% | +1,524.7% | -983.4% | +196.6% |
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