+23.9%
SRE vs PFG
+81.7%
-57.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -4.1% | +5.0% | -9.1% | -5.6% |
| 3M | -7.3% | +0.1% | -7.4% | -7.6% |
| 6M | -14.1% | +13.8% | -27.9% | -18.1% |
| YTD | -8.5% | +31.2% | -39.8% | -17.7% |
| 1Y | -12.0% | +37.1% | -49.1% | -22.3% |
| All | +23.9% | +81.7% | -57.8% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling