+54.0%
PPL vs SRE
+121.7%
-67.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.1% |
| 7D | +1.8% | +1.4% | +0.3% | +0.9% |
| 30D | -1.1% | +1.9% | -3.0% | -2.4% |
| 3M | 0.0% | -3.3% | +3.3% | +1.8% |
| 6M | -7.6% | -6.4% | -1.2% | -4.3% |
| YTD | +1.7% | -1.8% | +3.6% | +2.2% |
| 1Y | +1.5% | +10.7% | -9.2% | -5.3% |
| 3Y | +55.3% | +31.8% | +23.5% | +24.4% |
| 5Y | +37.7% | +49.2% | -11.5% | +1.3% |
| 10Y | +54.0% | +118.5% | -64.5% | -10.6% |
| All | +54.0% | +121.7% | -67.7% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling