+19.5%
SRE vs PL
+455.3%
-435.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.4% | -12.5% | -2.5% |
| 7D | -9.2% | -6.8% | -2.3% | -8.9% |
| 30D | -1.9% | -29.3% | +27.4% | -0.7% |
| 3M | -6.5% | -44.8% | +38.2% | -4.6% |
| 6M | -15.2% | -68.4% | +53.1% | -11.9% |
| YTD | -9.5% | -36.4% | +26.9% | -9.8% |
| 1Y | -13.2% | +0.7% | -13.9% | -16.0% |
| 3Y | +19.5% | +455.3% | -435.8% | -2.1% |
| All | +19.5% | +455.3% | -435.8% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling