+39.9%
SRE vs PCOR
-10.0%
+49.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -7.1% | +23.7% | -30.7% | -8.4% |
| 30D | -0.2% | +39.0% | -39.2% | -2.4% |
| 3M | -4.9% | +35.8% | -40.7% | -7.0% |
| 6M | -14.1% | +38.2% | -52.3% | -16.3% |
| YTD | -7.5% | +3.9% | -11.5% | -8.1% |
| 1Y | -11.0% | +5.7% | -16.7% | -11.7% |
| 3Y | +21.2% | +44.8% | -23.5% | +16.4% |
| 5Y | +46.6% | -19.8% | +66.4% | +39.4% |
| All | +39.9% | -10.0% | +49.9% | +34.5% |
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