+1,535.1%
SRE vs PNC
+937.3%
+597.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +1.4% | +2.3% | -0.8% | +0.9% |
| 30D | +1.9% | -3.8% | +5.7% | +2.8% |
| 3M | -3.3% | +7.8% | -11.1% | -5.2% |
| 6M | -6.4% | +19.7% | -26.1% | -10.6% |
| YTD | -1.8% | +19.1% | -20.9% | -6.4% |
| 1Y | +10.7% | +23.1% | -12.4% | +4.6% |
| 3Y | +31.8% | +132.1% | -100.3% | +6.0% |
| 5Y | +49.2% | +52.2% | -3.0% | +30.9% |
| 10Y | +118.5% | +271.4% | -152.9% | +51.3% |
| All | +1,535.1% | +937.3% | +597.8% | +676.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 all: compounded portfolio wealth divided by compounded PNC 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…
all analysis · Full analysis span regression · 6 months rolling