+295.0%
PCAR vs SIRI
-4.5%
+299.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | +2.2% | -2.6% | +4.8% | +2.8% |
| 30D | +0.3% | +22.2% | -21.9% | -3.8% |
| 3M | -17.9% | +14.1% | -32.0% | -20.2% |
| 6M | -3.4% | +22.5% | -25.9% | -7.8% |
| YTD | -0.1% | +67.9% | -68.0% | -11.0% |
| 1Y | +13.4% | +54.6% | -41.2% | +2.7% |
| 3Y | +37.2% | -21.3% | +58.5% | +37.3% |
| 5Y | +117.3% | -40.4% | +157.7% | +123.1% |
| 10Y | +295.0% | -6.2% | +301.2% | +253.3% |
| All | +295.0% | -4.5% | +299.5% | +253.3% |
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 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