+763.1%
PM vs SRE
+479.3%
+283.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.7% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.4% | -0.7% | -2.7% | -3.2% |
| 3M | +5.2% | -6.3% | +11.5% | +7.8% |
| 6M | +3.7% | -10.7% | +14.4% | +8.3% |
| YTD | +15.8% | -3.5% | +19.2% | +17.1% |
| 1Y | +17.4% | +5.3% | +12.1% | +14.2% |
| 3Y | +116.9% | +31.8% | +85.1% | +85.5% |
| 5Y | +117.3% | +47.4% | +70.0% | +74.4% |
| 10Y | +193.8% | +120.6% | +73.2% | +86.7% |
| All | +763.1% | +479.3% | +283.8% | +219.0% |
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 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