+2,521.4%
PWR vs SRE
+122.3%
+2,399.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | +4.2% | -0.8% | +5.0% | +4.5% |
| 30D | -4.0% | -3.0% | -1.0% | -3.0% |
| 3M | -4.8% | -8.3% | +3.5% | -1.6% |
| 6M | +14.6% | -8.9% | +23.5% | +18.8% |
| YTD | +54.2% | -4.3% | +58.5% | +56.6% |
| 1Y | +67.1% | +2.7% | +64.4% | +64.9% |
| 3Y | +218.5% | +28.7% | +189.8% | +177.6% |
| 5Y | +466.3% | +47.1% | +419.1% | +365.0% |
| All | +2,521.4% | +122.3% | +2,399.1% | +1,901.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling