+206.9%
PWR vs SRE
+30.8%
+176.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | -5.1% | +0.8% | -6.0% | -5.4% |
| 3M | -9.4% | -5.8% | -3.6% | -7.8% |
| 6M | +10.4% | -7.8% | +18.2% | +13.1% |
| YTD | +48.6% | -2.4% | +51.0% | +50.0% |
| 1Y | +68.0% | +8.9% | +59.1% | +65.1% |
| All | +206.9% | +30.8% | +176.1% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling