+37.7%
PCAR vs SIRI
-21.7%
+59.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | +2.2% | -2.6% | +4.8% | +2.6% |
| 30D | +0.3% | +22.2% | -21.9% | -2.5% |
| 3M | -17.9% | +14.1% | -32.0% | -19.5% |
| 6M | -3.4% | +22.5% | -25.9% | -6.4% |
| YTD | -0.1% | +67.9% | -68.0% | -7.6% |
| 1Y | +13.4% | +54.6% | -41.2% | +6.0% |
| All | +37.7% | -21.7% | +59.3% | +35.4% |
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 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