+1,419.6%
SRE vs PAAS
+529.7%
+889.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.6% |
| 7D | -8.4% | +8.8% | -17.2% | -8.9% |
| 30D | -3.2% | -8.5% | +5.3% | -2.7% |
| 3M | -5.3% | -17.0% | +11.7% | -4.4% |
| 6M | -12.6% | -27.9% | +15.3% | -11.1% |
| YTD | -8.8% | -17.5% | +8.7% | -8.6% |
| 1Y | -13.4% | +22.8% | -36.3% | -15.7% |
| 3Y | +24.4% | +224.2% | -199.8% | +11.7% |
| 5Y | +47.3% | +73.6% | -26.3% | +36.3% |
| 10Y | +116.7% | +186.4% | -69.7% | +87.8% |
| All | +1,419.6% | +529.7% | +889.9% | +1,116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling