+1,507.5%
SRE vs PFG
+999.6%
+507.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +1.4% | +6.0% | -4.6% | 0.0% |
| 30D | +1.9% | +2.2% | -0.3% | +1.3% |
| 3M | -3.3% | +10.4% | -13.6% | -5.7% |
| 6M | -6.4% | +27.8% | -34.2% | -11.9% |
| YTD | -1.8% | +33.6% | -35.5% | -8.7% |
| 1Y | +10.7% | +49.3% | -38.6% | +0.2% |
| 3Y | +31.8% | +69.7% | -37.9% | +15.1% |
| 5Y | +49.2% | +111.3% | -62.1% | +22.6% |
| 10Y | +118.5% | +240.3% | -121.7% | +54.6% |
| All | +1,507.5% | +999.6% | +507.9% | +622.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling