+125.1%
PM vs SRE
+51.2%
+73.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | -2.6% | +1.9% | -4.4% | -3.1% |
| 3M | +5.8% | -3.3% | +9.1% | +6.7% |
| 6M | +10.6% | -6.4% | +17.0% | +12.4% |
| YTD | +17.2% | -1.8% | +19.0% | +17.7% |
| 1Y | +17.6% | +10.7% | +6.9% | +14.2% |
| 3Y | +124.3% | +31.8% | +92.5% | +98.1% |
| 5Y | +125.1% | +49.2% | +75.9% | +89.8% |
| All | +125.1% | +51.2% | +73.9% | +89.8% |
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