+48.7%
SRE vs PAAS
+113.1%
-64.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | -0.7% | +6.8% | -7.5% | -1.5% |
| 3M | -6.3% | -2.9% | -3.4% | -6.4% |
| 6M | -10.7% | -16.4% | +5.8% | -9.7% |
| YTD | -3.5% | 0.0% | -3.5% | -4.9% |
| 1Y | +5.3% | +54.3% | -49.0% | -1.9% |
| 3Y | +31.8% | +230.7% | -198.9% | +7.9% |
| All | +48.7% | +113.1% | -64.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling