+118.2%
SRE vs PBF
+374.8%
-256.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -0.8% | +5.3% | -6.2% | -1.3% |
| 30D | -3.0% | +11.7% | -14.7% | -4.1% |
| 3M | -8.3% | +91.1% | -99.4% | -13.8% |
| 6M | -8.9% | +88.4% | -97.3% | -14.6% |
| YTD | -4.3% | +194.1% | -198.3% | -14.3% |
| 1Y | +2.7% | +180.4% | -177.7% | -8.1% |
| 3Y | +28.7% | +59.3% | -30.6% | +18.4% |
| 5Y | +47.1% | +816.3% | -769.1% | +10.2% |
| All | +118.2% | +374.8% | -256.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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