+45.5%
SRE vs PNR
-21.7%
+67.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.8% | -6.0% | +5.2% | +0.6% |
| 30D | -3.0% | -14.0% | +11.0% | +0.3% |
| 3M | -8.3% | -21.7% | +13.4% | -3.6% |
| 6M | -8.9% | -37.3% | +28.4% | +0.8% |
| YTD | -4.3% | -45.1% | +40.9% | +9.4% |
| 1Y | +2.7% | -49.1% | +51.9% | +19.7% |
| 3Y | +28.7% | -14.8% | +43.5% | +29.1% |
| All | +45.5% | -21.7% | +67.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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