+964.4%
PAAS vs SIRI
+15.0%
+949.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.8% |
| 7D | +4.2% | +5.5% | -1.4% | +3.9% |
| 30D | -13.8% | +22.6% | -36.4% | -14.6% |
| 3M | -22.7% | +12.9% | -35.7% | -23.2% |
| 6M | -32.1% | +22.3% | -54.3% | -32.8% |
| YTD | -22.3% | +67.8% | -90.1% | -24.3% |
| 1Y | +7.7% | +54.6% | -46.9% | +5.3% |
| 3Y | +214.0% | -21.4% | +235.4% | +214.2% |
| 5Y | +63.2% | -39.2% | +102.4% | +63.9% |
| 10Y | +185.5% | -5.2% | +190.7% | +180.8% |
| All | +964.4% | +15.0% | +949.3% | +753.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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