+1,526.3%
SRE vs PNR
+614.3%
+912.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.1% |
| 7D | +1.5% | -3.9% | +5.3% | +2.5% |
| 30D | +0.8% | -13.8% | +14.6% | +4.6% |
| 3M | -5.8% | -22.5% | +16.8% | -0.2% |
| 6M | -7.8% | -37.2% | +29.3% | +2.7% |
| YTD | -2.4% | -44.2% | +41.9% | +11.8% |
| 1Y | +8.9% | -46.6% | +55.5% | +26.0% |
| 3Y | +31.1% | -12.5% | +43.6% | +31.7% |
| 5Y | +48.6% | -19.3% | +68.0% | +49.6% |
| 10Y | +126.1% | +67.5% | +58.7% | +82.4% |
| All | +1,526.3% | +614.3% | +912.0% | +801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling