+1,641.2%
PBR vs SIRI
-92.1%
+1,733.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +0.3% | -3.9% | +4.2% | +0.8% |
| 30D | +17.5% | -0.8% | +18.4% | +17.6% |
| 3M | +20.9% | +4.3% | +16.6% | +20.1% |
| 6M | +20.2% | +34.1% | -13.8% | +15.9% |
| YTD | +84.3% | +47.3% | +37.0% | +75.5% |
| 1Y | +77.1% | +22.9% | +54.2% | +71.8% |
| 3Y | +100.8% | -24.6% | +125.4% | +100.5% |
| 5Y | +556.1% | -43.2% | +599.3% | +562.5% |
| 10Y | +676.1% | -12.3% | +688.4% | +657.6% |
| All | +1,641.2% | -92.1% | +1,733.3% | +1,261.4% |
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