+116.7%
SRE vs PAAS
+178.0%
-61.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.5% |
| 7D | -8.4% | +8.8% | -17.2% | -9.1% |
| 30D | -3.2% | -8.5% | +5.3% | -2.5% |
| 3M | -5.3% | -17.0% | +11.7% | -4.1% |
| 6M | -12.6% | -27.9% | +15.3% | -10.6% |
| YTD | -8.8% | -17.5% | +8.7% | -8.6% |
| 1Y | -13.4% | +22.8% | -36.3% | -16.8% |
| 3Y | +24.4% | +224.2% | -199.8% | +6.0% |
| 5Y | +47.3% | +73.6% | -26.3% | +30.9% |
| 10Y | +116.7% | +186.4% | -69.7% | +75.2% |
| All | +116.7% | +178.0% | -61.3% | +75.2% |
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