+8.9%
SRE vs PTC
-39.6%
+48.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.8% |
| 7D | +1.5% | -13.6% | +15.0% | +0.4% |
| 30D | +0.8% | -14.7% | +15.5% | -0.3% |
| 3M | -5.8% | -5.9% | +0.1% | -5.6% |
| 6M | -7.8% | -21.1% | +13.3% | -7.3% |
| YTD | -2.4% | -26.0% | +23.7% | -1.9% |
| 1Y | +8.9% | -36.8% | +45.7% | +12.4% |
| All | +8.9% | -39.6% | +48.5% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling