+253.8%
PH vs SRE
+51.2%
+202.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +0.4% | +1.4% | -1.0% | -0.2% |
| 30D | -10.8% | +1.9% | -12.7% | -11.7% |
| 3M | +8.5% | -3.3% | +11.7% | +9.6% |
| 6M | +3.9% | -6.4% | +10.3% | +6.2% |
| YTD | +9.4% | -1.8% | +11.2% | +9.3% |
| 1Y | +26.8% | +10.7% | +16.0% | +19.7% |
| 3Y | +140.8% | +31.8% | +109.0% | +100.5% |
| 5Y | +253.8% | +49.2% | +204.6% | +175.0% |
| All | +253.8% | +51.2% | +202.6% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling