+414.6%
SRE vs PSLV
+108.9%
+305.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.7% |
| 7D | -0.7% | -4.9% | +4.2% | -0.2% |
| 30D | -1.7% | -1.9% | +0.1% | -1.7% |
| 3M | -7.1% | +4.2% | -11.3% | -7.7% |
| 6M | -8.4% | -27.6% | +19.2% | -5.9% |
| YTD | -3.5% | -11.7% | +8.2% | -4.7% |
| 1Y | +5.4% | +49.3% | -43.9% | -3.0% |
| 3Y | +29.5% | +167.1% | -137.6% | +9.7% |
| 5Y | +48.3% | +151.7% | -103.4% | +25.6% |
| 10Y | +123.5% | +187.0% | -63.5% | +81.5% |
| All | +414.6% | +108.9% | +305.7% | +288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling