+48.6%
SRE vs PBF
+817.4%
-768.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.4% |
| 30D | +0.8% | +15.8% | -15.0% | -0.2% |
| 3M | -5.8% | +90.3% | -96.1% | -10.0% |
| 6M | -7.8% | +102.8% | -110.6% | -12.7% |
| YTD | -2.4% | +187.3% | -189.7% | -10.3% |
| 1Y | +8.9% | +161.8% | -152.9% | +0.3% |
| 3Y | +31.1% | +55.5% | -24.4% | +22.3% |
| 5Y | +48.6% | +801.9% | -753.3% | +21.4% |
| All | +48.6% | +817.4% | -768.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling