+118.2%
SRE vs PFG
+251.1%
-132.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -3.0% | +2.9% | -5.9% | -4.1% |
| 3M | -8.3% | +6.7% | -15.0% | -10.6% |
| 6M | -8.9% | +33.8% | -42.7% | -18.1% |
| YTD | -4.3% | +35.0% | -39.2% | -14.5% |
| 1Y | +2.7% | +46.4% | -43.7% | -11.1% |
| 3Y | +28.7% | +71.7% | -43.0% | +4.2% |
| 5Y | +47.1% | +113.7% | -66.5% | +8.0% |
| All | +118.2% | +251.1% | -132.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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