+368.5%
PSX vs SRE
+48.6%
+319.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | +1.8% | +1.5% | +0.4% | +1.3% |
| 30D | +21.6% | +0.8% | +20.8% | +21.1% |
| 3M | +46.5% | -5.8% | +52.2% | +49.4% |
| 6M | +62.0% | -7.8% | +69.8% | +66.3% |
| YTD | +106.3% | -2.4% | +108.7% | +106.4% |
| 1Y | +103.0% | +8.9% | +94.1% | +93.7% |
| 3Y | +135.5% | +31.1% | +104.5% | +99.0% |
| 5Y | +368.5% | +48.6% | +319.9% | +263.2% |
| All | +368.5% | +48.6% | +319.9% | +263.2% |
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