+48.6%
SRE vs PFG
+109.8%
-61.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +1.5% | +3.2% | -1.8% | +0.3% |
| 30D | +0.8% | +0.9% | -0.1% | +0.4% |
| 3M | -5.8% | +7.7% | -13.5% | -8.3% |
| 6M | -7.8% | +29.0% | -36.8% | -15.7% |
| YTD | -2.4% | +32.5% | -34.8% | -12.0% |
| 1Y | +8.9% | +47.3% | -38.4% | -5.8% |
| 3Y | +31.1% | +68.2% | -37.1% | +7.0% |
| 5Y | +48.6% | +108.5% | -59.9% | +12.2% |
| All | +48.6% | +109.8% | -61.2% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling