+130.2%
SRE vs PFG
+184.0%
-53.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +1.8% | +2.4% | -0.6% | +0.9% |
| 30D | -3.0% | +5.9% | -8.9% | -5.0% |
| 3M | -7.3% | -0.4% | -6.8% | -7.4% |
| 6M | -11.9% | +14.8% | -26.7% | -16.5% |
| YTD | -7.9% | +31.9% | -39.8% | -17.3% |
| 1Y | -11.1% | +38.8% | -50.0% | -21.8% |
| 3Y | +24.8% | +82.4% | -57.6% | -1.4% |
| 5Y | +52.4% | +94.7% | -42.3% | +15.2% |
| All | +130.2% | +184.0% | -53.8% | +33.0% |
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