+302.5%
PSX vs SRE
+51.3%
+251.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | +7.8% | +1.8% | +6.1% | +7.1% |
| 30D | -10.9% | -3.0% | -7.9% | -9.9% |
| 3M | +14.5% | -7.3% | +21.7% | +17.5% |
| 6M | +56.1% | -11.9% | +68.0% | +63.0% |
| YTD | +109.6% | -7.9% | +117.4% | +114.2% |
| 1Y | +95.5% | -11.1% | +106.7% | +102.5% |
| 3Y | +156.2% | +24.8% | +131.4% | +119.4% |
| All | +302.5% | +51.3% | +251.2% | +187.8% |
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