+87.0%
SRE vs PENG
+661.7%
-574.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.5% | +0.1% |
| 7D | -8.4% | -3.8% | -4.6% | -8.4% |
| 30D | -3.2% | -40.1% | +36.9% | -0.3% |
| 3M | -5.3% | -21.8% | +16.5% | -4.6% |
| 6M | -12.6% | +3.3% | -15.9% | -15.1% |
| YTD | -8.8% | +133.6% | -142.4% | -17.3% |
| 1Y | -13.4% | +110.7% | -124.1% | -21.0% |
| 3Y | +24.4% | +204.3% | -179.9% | +7.0% |
| 5Y | +47.3% | +54.4% | -7.0% | +29.5% |
| All | +87.0% | +661.7% | -574.7% | +46.4% |
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