+130.2%
SRE vs PAAS
+205.7%
-75.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +1.8% | -8.9% | +10.7% | +2.5% |
| 30D | -3.0% | -11.4% | +8.4% | -2.1% |
| 3M | -7.3% | -20.4% | +13.2% | -5.7% |
| 6M | -11.9% | -40.7% | +28.8% | -8.4% |
| YTD | -7.9% | -26.9% | +19.1% | -6.8% |
| 1Y | -11.1% | -3.1% | -8.1% | -12.7% |
| 3Y | +24.8% | +199.3% | -174.4% | +7.2% |
| 5Y | +52.4% | +48.3% | +4.1% | +37.3% |
| All | +130.2% | +205.7% | -75.5% | +86.5% |
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