+31.8%
SRE vs PBF
+62.4%
-30.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.6% |
| 7D | +1.4% | +2.4% | -0.9% | +1.3% |
| 30D | +1.9% | +24.9% | -23.0% | +0.8% |
| 3M | -3.3% | +81.9% | -85.1% | -6.3% |
| 6M | -6.4% | +79.4% | -85.8% | -9.6% |
| YTD | -1.8% | +188.3% | -190.1% | -8.3% |
| 1Y | +10.7% | +177.3% | -166.5% | +3.2% |
| 3Y | +31.8% | +56.0% | -24.2% | +18.1% |
| All | +31.8% | +62.4% | -30.6% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling