+1,526.3%
SRE vs PEG
+1,245.0%
+281.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.9% |
| 7D | +1.5% | -1.0% | +2.4% | +2.1% |
| 30D | +0.8% | -2.6% | +3.5% | +2.7% |
| 3M | -5.8% | -7.6% | +1.8% | -0.7% |
| 6M | -7.8% | -12.2% | +4.4% | +0.4% |
| YTD | -2.4% | -8.1% | +5.7% | +3.1% |
| 1Y | +8.9% | -7.0% | +15.9% | +13.8% |
| 3Y | +31.1% | +30.6% | +0.5% | +9.0% |
| 5Y | +48.6% | +34.4% | +14.2% | +21.0% |
| 10Y | +126.1% | +146.5% | -20.3% | +24.1% |
| All | +1,526.3% | +1,245.0% | +281.3% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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