+1,158.7%
PSX vs SRE
+296.9%
+861.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.4% |
| 7D | +7.8% | +1.8% | +6.1% | +6.9% |
| 30D | -10.9% | -3.0% | -7.9% | -9.5% |
| 3M | +14.5% | -7.3% | +21.7% | +18.5% |
| 6M | +56.1% | -11.9% | +68.0% | +65.5% |
| YTD | +109.6% | -7.9% | +117.4% | +115.9% |
| 1Y | +95.5% | -11.1% | +106.7% | +105.0% |
| 3Y | +156.2% | +24.8% | +131.4% | +115.0% |
| 5Y | +310.0% | +52.4% | +257.6% | +201.4% |
| 10Y | +368.0% | +127.9% | +240.2% | +181.4% |
| All | +1,158.7% | +296.9% | +861.8% | +537.5% |
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