+542.7%
PBR vs SIRI
-41.5%
+584.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -0.9% |
| 7D | +5.4% | +0.6% | +4.8% | +5.3% |
| 30D | +22.9% | +2.5% | +20.4% | +22.6% |
| 3M | +19.6% | +6.6% | +13.0% | +18.9% |
| 6M | +16.5% | +32.9% | -16.4% | +13.8% |
| YTD | +86.7% | +50.5% | +36.2% | +80.4% |
| 1Y | +74.7% | +28.0% | +46.7% | +70.8% |
| 3Y | +102.6% | -22.4% | +125.0% | +102.2% |
| All | +542.7% | -41.5% | +584.1% | +558.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling