-5.1%
PCG vs SIRI
+28.3%
-33.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +2.6% |
| 7D | -13.9% | +1.6% | -15.4% | -13.9% |
| 30D | -16.9% | -4.7% | -12.2% | -16.4% |
| 3M | -14.7% | +5.3% | -20.0% | -15.1% |
| 6M | -23.8% | +30.5% | -54.3% | -26.7% |
| YTD | -10.5% | +49.6% | -60.1% | -15.8% |
| 1Y | -5.1% | +28.5% | -33.6% | -10.7% |
| All | -5.1% | +28.3% | -33.5% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling