+438.6%
PWR vs SRE
+46.9%
+391.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -7.7% | -1.7% | -6.0% | -7.2% |
| 3M | -4.9% | -7.1% | +2.1% | -2.3% |
| 6M | +9.7% | -8.4% | +18.1% | +13.4% |
| YTD | +46.7% | -3.5% | +50.2% | +48.6% |
| 1Y | +58.7% | +5.4% | +53.3% | +55.6% |
| 3Y | +200.7% | +29.5% | +171.2% | +156.2% |
| 5Y | +438.6% | +48.3% | +390.2% | +319.6% |
| All | +438.6% | +46.9% | +391.7% | +319.6% |
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