+2,068.6%
SRE vs PBR
+1,873.9%
+194.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | +0.8% | +17.5% | -16.7% | -2.0% |
| 3M | -5.8% | +20.9% | -26.7% | -8.9% |
| 6M | -7.8% | +20.2% | -28.0% | -11.0% |
| YTD | -2.4% | +84.3% | -86.6% | -12.5% |
| 1Y | +8.9% | +77.1% | -68.2% | -1.9% |
| 3Y | +31.1% | +100.8% | -69.7% | +14.3% |
| 5Y | +48.6% | +556.1% | -507.5% | +2.9% |
| 10Y | +126.1% | +676.1% | -549.9% | +36.4% |
| All | +2,068.6% | +1,873.9% | +194.7% | +862.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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