+5.4%
SRE vs PFGC
-9.2%
+14.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.0% |
| 7D | -0.7% | -4.8% | +4.2% | -0.1% |
| 30D | -1.7% | -17.2% | +15.5% | +0.4% |
| 3M | -7.1% | -6.3% | -0.7% | -6.7% |
| 6M | -8.4% | +8.8% | -17.2% | -10.2% |
| YTD | -3.5% | +4.9% | -8.4% | -5.3% |
| 1Y | +5.4% | -9.5% | +14.9% | +7.7% |
| All | +5.4% | -9.2% | +14.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling