+46.0%
SRE vs PCOR
-30.9%
+77.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | -0.3% |
| 7D | -0.3% | -9.0% | +8.6% | +0.3% |
| 30D | -0.7% | +4.2% | -4.9% | -1.1% |
| 3M | -6.3% | +14.4% | -20.7% | -7.4% |
| 6M | -10.7% | +0.2% | -10.8% | -11.1% |
| YTD | -3.5% | -20.3% | +16.8% | -2.2% |
| 1Y | +5.3% | -16.1% | +21.4% | +6.0% |
| 3Y | +31.8% | -14.7% | +46.5% | +30.8% |
| 5Y | +47.4% | -43.2% | +90.5% | +41.8% |
| All | +46.0% | -30.9% | +77.0% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling