-7.7%
SRE vs PAAS
+24.3%
-31.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.4% | -11.2% | -2.9% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | +6.1% | -8.5% | +14.5% | +6.2% |
| 3M | -3.5% | -7.3% | +3.8% | -3.5% |
| 6M | -10.8% | -18.3% | +7.5% | -10.5% |
| YTD | -4.0% | -19.2% | +15.2% | -4.3% |
| 1Y | -7.7% | +26.1% | -33.8% | -11.8% |
| All | -7.7% | +24.3% | -31.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling