+662.0%
PBR vs SIRI
-10.2%
+672.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | +5.4% | +0.6% | +4.8% | +5.2% |
| 30D | +22.9% | +2.5% | +20.4% | +22.0% |
| 3M | +19.6% | +6.6% | +13.0% | +17.0% |
| 6M | +16.5% | +32.9% | -16.4% | +7.1% |
| YTD | +86.7% | +50.5% | +36.2% | +65.3% |
| 1Y | +74.7% | +28.0% | +46.7% | +60.8% |
| 3Y | +102.6% | -22.4% | +125.0% | +100.3% |
| 5Y | +566.6% | -41.3% | +607.9% | +555.9% |
| All | +662.0% | -10.2% | +672.2% | +532.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling