+49.2%
SRE vs PTC
+1.8%
+47.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +2.4% |
| 7D | +1.4% | -12.8% | +14.2% | +3.1% |
| 30D | +1.9% | -9.8% | +11.7% | +3.0% |
| 3M | -3.3% | -2.1% | -1.2% | -3.4% |
| 6M | -6.4% | -18.1% | +11.7% | -4.0% |
| YTD | -1.8% | -23.5% | +21.7% | +1.7% |
| 1Y | +10.7% | -37.4% | +48.1% | +18.8% |
| 3Y | +31.8% | -7.2% | +39.0% | +29.0% |
| 5Y | +49.2% | +2.7% | +46.5% | +40.2% |
| All | +49.2% | +1.8% | +47.4% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling