+45.6%
SRE vs PENG
+42.1%
+3.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -2.7% |
| 7D | -9.2% | -19.4% | +10.3% | -8.4% |
| 30D | -1.9% | -42.4% | +40.5% | +0.2% |
| 3M | -6.5% | -25.6% | +19.1% | -5.8% |
| 6M | -15.2% | +7.3% | -22.5% | -17.3% |
| YTD | -9.5% | +113.9% | -123.3% | -15.6% |
| 1Y | -13.2% | +93.6% | -106.8% | -18.7% |
| 3Y | +19.5% | +170.2% | -150.7% | +7.0% |
| All | +45.6% | +42.1% | +3.5% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling