-7.1%
PCG vs SIRI
+24.9%
-32.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | +0.5% | -3.0% | +3.5% | +0.7% |
| 30D | -18.9% | +1.3% | -20.2% | -18.9% |
| 3M | -15.8% | +5.6% | -21.5% | -16.4% |
| 6M | -22.6% | +35.1% | -57.7% | -26.4% |
| YTD | -12.2% | +49.0% | -61.2% | -18.2% |
| 1Y | -7.1% | +26.8% | -33.8% | -10.6% |
| All | -7.1% | +24.9% | -32.0% | -10.6% |
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