+23.1%
PH vs SRE
+7.5%
+15.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -3.1% | -0.7% | -2.5% | -3.0% |
| 30D | -11.8% | -1.7% | -10.1% | -11.5% |
| 3M | +6.9% | -7.1% | +14.0% | +8.6% |
| 6M | -1.3% | -8.4% | +7.1% | +0.1% |
| YTD | +7.0% | -3.5% | +10.5% | +6.8% |
| 1Y | +23.1% | +5.4% | +17.7% | +23.7% |
| All | +23.1% | +7.5% | +15.6% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling