+61.8%
PCAR vs SIRI
-23.5%
+85.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | 0.0% | +4.3% | -4.2% | -0.6% |
| 30D | -7.7% | -2.8% | -4.9% | -7.4% |
| 3M | +3.7% | +5.9% | -2.2% | +2.7% |
| 6M | +2.3% | +31.9% | -29.6% | -2.0% |
| YTD | +12.8% | +48.7% | -35.9% | +6.2% |
| 1Y | +27.8% | +23.2% | +4.5% | +23.1% |
| 3Y | +61.8% | -23.9% | +85.7% | +58.3% |
| All | +61.8% | -23.5% | +85.3% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling