+50.5%
SRE vs PCOR
-15.7%
+66.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -5.6% | +2.5% | -8.2% | -5.8% |
| 30D | -4.5% | +37.9% | -42.4% | -6.6% |
| 3M | -7.7% | +32.0% | -39.7% | -9.6% |
| 6M | -14.4% | +54.7% | -69.2% | -17.4% |
| YTD | -9.4% | +6.6% | -16.0% | -10.0% |
| 1Y | -13.8% | -1.7% | -12.2% | -13.8% |
| 3Y | +22.2% | +49.0% | -26.8% | +16.7% |
| 5Y | +50.5% | -12.5% | +63.0% | +42.1% |
| All | +50.5% | -15.7% | +66.2% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling