+1,112.1%
PSX vs SRE
+315.8%
+796.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +4.5% | -0.3% | +4.9% | +4.6% |
| 30D | +26.6% | -0.7% | +27.3% | +26.8% |
| 3M | +39.3% | -6.3% | +45.6% | +43.4% |
| 6M | +56.8% | -10.7% | +67.5% | +65.0% |
| YTD | +101.8% | -3.5% | +105.3% | +103.2% |
| 1Y | +99.6% | +5.3% | +94.3% | +91.2% |
| 3Y | +140.3% | +31.8% | +108.6% | +95.7% |
| 5Y | +339.3% | +47.4% | +292.0% | +230.1% |
| 10Y | +369.9% | +120.6% | +249.3% | +186.7% |
| All | +1,112.1% | +315.8% | +796.3% | +500.1% |
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