+159.5%
PM vs SRE
+47.0%
+112.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -7.3% | -8.4% | +1.1% | -5.1% |
| 30D | -4.0% | -3.2% | -0.9% | -3.1% |
| 3M | +2.7% | -5.3% | +8.0% | +4.2% |
| 6M | +14.9% | -12.6% | +27.5% | +19.0% |
| YTD | +23.5% | -8.8% | +32.3% | +26.6% |
| 1Y | +30.4% | -13.4% | +43.8% | +35.2% |
| 3Y | +143.2% | +24.4% | +118.8% | +118.7% |
| 5Y | +159.5% | +47.3% | +112.1% | +123.9% |
| All | +159.5% | +47.0% | +112.4% | +123.9% |
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