+39.4%
SRE vs PCOR
-7.6%
+47.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +1.8% | +3.0% | -1.3% | +1.6% |
| 30D | -3.0% | +38.7% | -41.7% | -5.1% |
| 3M | -7.3% | +24.9% | -32.1% | -8.7% |
| 6M | -11.9% | +68.8% | -80.7% | -15.4% |
| YTD | -7.9% | +6.7% | -14.6% | -8.6% |
| 1Y | -11.1% | +3.0% | -14.1% | -11.6% |
| 3Y | +24.8% | +48.6% | -23.8% | +19.7% |
| 5Y | +52.4% | -12.7% | +65.1% | +44.4% |
| All | +39.4% | -7.6% | +47.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling