-12.7%
SRE vs PAAS
+18.2%
-30.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.8% |
| 7D | -8.4% | +8.8% | -17.2% | -8.4% |
| 30D | -3.2% | -8.5% | +5.3% | -3.0% |
| 3M | -5.3% | -17.0% | +11.7% | -5.1% |
| 6M | -12.6% | -27.9% | +15.3% | -12.0% |
| YTD | -8.8% | -17.5% | +8.7% | -9.2% |
| All | -12.7% | +18.2% | -30.9% | -16.6% |
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 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