-13.1%
SRE vs PR
+67.7%
-80.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -8.2% | -9.5% | +1.3% | -7.2% |
| 30D | -3.6% | -5.7% | +2.0% | -3.1% |
| 3M | -6.3% | +3.0% | -9.2% | -6.8% |
| 6M | -13.0% | +11.8% | -24.8% | -14.5% |
| YTD | -9.2% | +58.5% | -67.7% | -16.3% |
| 1Y | -13.1% | +69.9% | -83.0% | -21.8% |
| All | -13.1% | +67.7% | -80.8% | -21.8% |
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