+1,021.0%
PPL vs SRE
+1,424.7%
-403.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.7% |
| 7D | +0.4% | -9.2% | +9.6% | +6.1% |
| 30D | +5.4% | -1.9% | +7.4% | +6.5% |
| 3M | +4.3% | -6.5% | +10.8% | +8.1% |
| 6M | -1.3% | -15.2% | +13.9% | +8.3% |
| YTD | +4.7% | -9.5% | +14.1% | +10.1% |
| 1Y | +1.3% | -13.2% | +14.5% | +9.1% |
| 3Y | +57.2% | +19.5% | +37.7% | +35.2% |
| 5Y | +48.2% | +43.6% | +4.7% | +13.8% |
| 10Y | +62.7% | +109.9% | -47.2% | -3.4% |
| All | +1,021.0% | +1,424.7% | -403.7% | +109.1% |
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