+48.6%
SRE vs PFGC
+111.7%
-63.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.5% | -3.7% | +5.2% | +2.2% |
| 30D | +0.8% | -16.0% | +16.8% | +4.1% |
| 3M | -5.8% | -4.1% | -1.6% | -5.2% |
| 6M | -7.8% | +8.7% | -16.5% | -9.8% |
| YTD | -2.4% | +6.4% | -8.7% | -4.3% |
| 1Y | +8.9% | -8.4% | +17.3% | +9.9% |
| 3Y | +31.1% | +61.8% | -30.7% | +18.5% |
| 5Y | +48.6% | +108.7% | -60.1% | +27.5% |
| All | +48.6% | +111.7% | -63.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling