+241.9%
SRE vs PBF
+289.1%
-47.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | +1.8% | +6.5% | -4.7% | +1.2% |
| 30D | -3.0% | -20.0% | +17.0% | -1.3% |
| 3M | -7.3% | -3.3% | -3.9% | -7.4% |
| 6M | -11.9% | +76.8% | -88.7% | -17.0% |
| YTD | -7.9% | +168.9% | -176.8% | -17.2% |
| 1Y | -11.1% | +96.4% | -107.5% | -17.9% |
| 3Y | +24.8% | +77.2% | -52.4% | +13.4% |
| 5Y | +52.4% | +417.7% | -365.4% | +21.0% |
| 10Y | +127.9% | +264.7% | -136.9% | +60.9% |
| All | +241.9% | +289.1% | -47.1% | +125.5% |
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