+6,144.6%
PWR vs SRE
+1,451.4%
+4,693.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +11.3% | +1.8% | +9.5% | +10.4% |
| 30D | -8.9% | -3.0% | -5.9% | -7.4% |
| 3M | -10.5% | -7.3% | -3.3% | -7.2% |
| 6M | -22.2% | -11.9% | -10.3% | -17.4% |
| YTD | +42.7% | -7.9% | +50.6% | +48.2% |
| 1Y | +41.1% | -11.1% | +52.3% | +49.0% |
| 3Y | +242.7% | +24.8% | +217.9% | +196.8% |
| 5Y | +418.5% | +52.4% | +366.2% | +304.8% |
| 10Y | +1,855.0% | +127.9% | +1,727.1% | +1,078.7% |
| All | +6,144.6% | +1,451.4% | +4,693.2% | +1,709.6% |
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 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