+22.4%
SRE vs PL
+570.0%
-547.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -8.2% | +5.6% | -13.8% | -8.4% |
| 30D | -3.6% | -16.9% | +13.3% | -3.1% |
| 3M | -6.3% | -38.2% | +32.0% | -4.7% |
| 6M | -13.0% | -63.4% | +50.4% | -10.2% |
| YTD | -9.2% | -27.6% | +18.4% | -10.0% |
| 1Y | -13.1% | +6.6% | -19.7% | -15.9% |
| 3Y | +22.4% | +557.6% | -535.2% | -0.1% |
| All | +22.4% | +570.0% | -547.5% | -0.1% |
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