+782.8%
PH vs SRE
+124.1%
+658.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -3.1% | -0.7% | -2.5% | -2.8% |
| 30D | -11.8% | -1.7% | -10.1% | -11.2% |
| 3M | +6.9% | -7.1% | +14.0% | +10.5% |
| 6M | -1.3% | -8.4% | +7.1% | +2.4% |
| YTD | +7.0% | -3.5% | +10.5% | +7.8% |
| 1Y | +23.1% | +5.4% | +17.7% | +18.1% |
| 3Y | +135.4% | +29.5% | +105.9% | +94.9% |
| 5Y | +250.3% | +48.3% | +202.0% | +165.3% |
| All | +782.8% | +124.1% | +658.7% | +507.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling