+47.3%
SRE vs PTC
+55.4%
-8.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -8.4% | +0.8% | -9.2% | -8.4% |
| 30D | -3.2% | +0.7% | -3.9% | -3.2% |
| 3M | -5.3% | +32.6% | -37.9% | -8.3% |
| 6M | -12.6% | +33.6% | -46.2% | -15.5% |
| YTD | -8.8% | +12.4% | -21.2% | -9.4% |
| 1Y | -13.4% | +11.2% | -24.6% | -13.9% |
| 3Y | +24.4% | +31.7% | -7.3% | +17.4% |
| 5Y | +47.3% | +60.1% | -12.7% | +33.1% |
| All | +47.3% | +55.4% | -8.1% | +33.1% |
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