+1,419.6%
SRE vs PTC
+161.7%
+1,257.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -8.4% | +0.8% | -9.2% | -8.5% |
| 30D | -3.2% | +0.7% | -3.9% | -3.2% |
| 3M | -5.3% | +32.6% | -37.9% | -8.7% |
| 6M | -12.6% | +33.6% | -46.2% | -16.1% |
| YTD | -8.8% | +12.4% | -21.2% | -11.0% |
| 1Y | -13.4% | +11.2% | -24.6% | -15.4% |
| 3Y | +24.4% | +31.7% | -7.3% | +18.5% |
| 5Y | +47.3% | +60.1% | -12.7% | +36.3% |
| 10Y | +116.7% | +317.2% | -200.5% | +78.3% |
| All | +1,419.6% | +161.7% | +1,257.9% | +969.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling