+1,526.3%
SRE vs PPG
+535.7%
+990.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | +1.5% | -3.7% | +5.2% | +2.7% |
| 30D | +0.8% | -7.2% | +8.0% | +3.3% |
| 3M | -5.8% | -7.3% | +1.6% | -3.9% |
| 6M | -7.8% | +0.3% | -8.1% | -9.0% |
| YTD | -2.4% | +6.5% | -8.9% | -6.0% |
| 1Y | +8.9% | +0.5% | +8.4% | +6.6% |
| 3Y | +31.1% | -15.3% | +46.4% | +34.4% |
| 5Y | +48.6% | -22.9% | +71.5% | +53.6% |
| 10Y | +126.1% | +28.4% | +97.7% | +87.4% |
| All | +1,526.3% | +535.7% | +990.5% | +585.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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