+31.8%
SRE vs PTC
-8.0%
+39.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +2.1% |
| 7D | +1.4% | -12.8% | +14.2% | +2.5% |
| 30D | +1.9% | -9.8% | +11.7% | +2.6% |
| 3M | -3.3% | -2.1% | -1.2% | -3.2% |
| 6M | -6.4% | -18.1% | +11.7% | -4.0% |
| YTD | -1.8% | -23.5% | +21.7% | +1.8% |
| 1Y | +10.7% | -37.4% | +48.1% | +19.0% |
| 3Y | +31.8% | -7.2% | +39.0% | +24.0% |
| All | +31.8% | -8.0% | +39.8% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling