-12.7%
SRE vs PR
+66.2%
-78.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +0.9% |
| 7D | -8.4% | -12.4% | +4.0% | -7.1% |
| 30D | -3.2% | -6.6% | +3.4% | -2.5% |
| 3M | -5.3% | +7.5% | -12.8% | -6.3% |
| 6M | -12.6% | +10.8% | -23.4% | -14.0% |
| YTD | -8.8% | +57.0% | -65.8% | -15.8% |
| All | -12.7% | +66.2% | -78.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling