+38.6%
SRE vs PL
+40.9%
-2.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.7% |
| 7D | +1.8% | +10.0% | -8.3% | +1.3% |
| 30D | -3.0% | -2.3% | -0.7% | -3.0% |
| 3M | -7.3% | -44.2% | +36.9% | -5.3% |
| 6M | -11.9% | -66.1% | +54.2% | -8.5% |
| YTD | -7.9% | -30.0% | +22.1% | -8.3% |
| 1Y | -11.1% | +21.0% | -32.2% | -14.3% |
| 3Y | +24.8% | +516.5% | -491.7% | +6.2% |
| 5Y | +52.4% | +32.0% | +20.3% | +34.6% |
| All | +38.6% | +40.9% | -2.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling