-5.4%
SRE vs PLTD
-77.7%
+72.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +0.6% |
| 7D | -8.4% | +4.2% | -12.6% | -8.2% |
| 30D | -3.2% | +20.8% | -24.0% | -2.4% |
| 3M | -5.3% | -2.6% | -2.7% | -5.3% |
| 6M | -12.6% | -33.1% | +20.5% | -13.6% |
| YTD | -8.8% | -20.0% | +11.3% | -7.9% |
| 1Y | -13.4% | -21.6% | +8.2% | -12.6% |
| All | -5.4% | -77.7% | +72.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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