+126.1%
SRE vs PAAS
+218.1%
-92.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.9% |
| 7D | +1.5% | +2.6% | -1.2% | +1.2% |
| 30D | +0.8% | +2.5% | -1.6% | +0.4% |
| 3M | -5.8% | +15.1% | -20.9% | -7.3% |
| 6M | -7.8% | -12.1% | +4.3% | -7.4% |
| YTD | -2.4% | +3.1% | -5.4% | -3.9% |
| 1Y | +8.9% | +50.8% | -41.9% | +2.7% |
| 3Y | +31.1% | +259.5% | -228.4% | +10.6% |
| 5Y | +48.6% | +126.3% | -77.7% | +28.9% |
| 10Y | +126.1% | +239.7% | -113.6% | +79.6% |
| All | +126.1% | +218.1% | -92.0% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling