+45.5%
SRE vs PSLV
+154.2%
-108.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.8% | -3.5% | +2.6% | -0.6% |
| 30D | -3.0% | -2.1% | -0.9% | -2.9% |
| 3M | -8.3% | -1.6% | -6.7% | -8.4% |
| 6M | -8.9% | -25.5% | +16.6% | -7.0% |
| YTD | -4.3% | -11.4% | +7.1% | -6.6% |
| 1Y | +2.7% | +48.6% | -45.8% | -8.8% |
| 3Y | +28.7% | +166.9% | -138.2% | 0.0% |
| All | +45.5% | +154.2% | -108.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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