+46.4%
PPL vs SRE
+51.9%
-5.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -2.2% | -1.1% | -1.1% | -1.7% |
| 30D | +1.7% | -4.1% | +5.8% | +3.8% |
| 3M | +0.1% | -7.3% | +7.4% | +3.8% |
| 6M | -1.5% | -14.1% | +12.6% | +6.2% |
| YTD | +3.0% | -8.5% | +11.5% | +7.1% |
| 1Y | -1.4% | -12.0% | +10.6% | +4.7% |
| 3Y | +53.5% | +23.4% | +30.1% | +25.9% |
| 5Y | +46.4% | +51.3% | -4.9% | +10.3% |
| All | +46.4% | +51.9% | -5.5% | +10.3% |
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 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