+36.3%
SRE vs PL
+46.3%
-10.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -5.6% | +13.4% | -19.0% | -6.2% |
| 30D | -4.5% | -10.2% | +5.7% | -4.2% |
| 3M | -7.7% | -39.5% | +31.8% | -6.1% |
| 6M | -14.4% | -65.7% | +51.3% | -11.2% |
| YTD | -9.4% | -27.3% | +17.9% | -10.0% |
| 1Y | -13.8% | +15.0% | -28.8% | -16.7% |
| 3Y | +22.2% | +560.8% | -538.7% | +3.7% |
| 5Y | +50.5% | +38.4% | +12.0% | +33.0% |
| All | +36.3% | +46.3% | -10.0% | +22.0% |
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