+5,936.3%
PH vs SRE
+1,525.5%
+4,410.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | -3.2% | -0.7% | -2.5% | -3.2% |
| 3M | +10.6% | -6.3% | +16.9% | +13.6% |
| 6M | -2.1% | -10.7% | +8.5% | +2.6% |
| YTD | +10.2% | -3.5% | +13.7% | +11.0% |
| 1Y | +28.2% | +5.3% | +22.9% | +23.6% |
| 3Y | +134.9% | +31.8% | +103.1% | +97.7% |
| 5Y | +253.6% | +47.4% | +206.3% | +179.5% |
| 10Y | +804.7% | +120.6% | +684.2% | +477.3% |
| All | +5,936.3% | +1,525.5% | +4,410.8% | +1,619.3% |
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