+258.3%
SRE vs PBF
+303.9%
-45.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.3% | +4.3% | -4.6% | -0.7% |
| 30D | -0.7% | +22.0% | -22.7% | -2.6% |
| 3M | -6.3% | +74.5% | -80.8% | -11.2% |
| 6M | -10.7% | +67.7% | -78.3% | -15.5% |
| YTD | -3.5% | +179.2% | -182.6% | -13.2% |
| 1Y | +5.3% | +170.0% | -164.7% | -5.6% |
| 3Y | +31.8% | +66.4% | -34.6% | +20.7% |
| 5Y | +47.4% | +764.5% | -717.1% | +11.2% |
| 10Y | +120.6% | +358.5% | -238.0% | +53.0% |
| All | +258.3% | +303.9% | -45.6% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling