+85.7%
SRE vs PENG
+720.8%
-635.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -0.9% |
| 7D | -5.6% | +1.9% | -7.5% | -6.0% |
| 30D | -4.5% | -37.8% | +33.3% | -1.9% |
| 3M | -7.7% | -14.1% | +6.4% | -7.7% |
| 6M | -14.4% | +13.1% | -27.5% | -17.4% |
| YTD | -9.4% | +151.8% | -161.2% | -18.4% |
| 1Y | -13.8% | +136.0% | -149.8% | -22.1% |
| 3Y | +22.2% | +217.9% | -195.8% | +4.8% |
| 5Y | +50.5% | +64.1% | -13.6% | +31.7% |
| All | +85.7% | +720.8% | -635.1% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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