+126.1%
SRE vs PTC
+196.2%
-70.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.1% |
| 7D | +1.5% | -13.6% | +15.0% | +4.1% |
| 30D | +0.8% | -14.7% | +15.5% | +3.6% |
| 3M | -5.8% | -5.9% | +0.1% | -5.4% |
| 6M | -7.8% | -21.1% | +13.3% | -4.4% |
| YTD | -2.4% | -26.0% | +23.7% | +2.3% |
| 1Y | +8.9% | -36.8% | +45.7% | +17.8% |
| 3Y | +31.1% | -10.3% | +41.3% | +29.3% |
| 5Y | +48.6% | +1.2% | +47.4% | +40.3% |
| 10Y | +126.1% | +198.3% | -72.1% | +63.8% |
| All | +126.1% | +196.2% | -70.0% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling