-11.1%
PCG vs SIRI
-23.5%
+12.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | +5.4% | +4.3% | +1.1% | +4.9% |
| 30D | -15.1% | -2.8% | -12.3% | -14.9% |
| 3M | -9.8% | +5.9% | -15.7% | -10.5% |
| 6M | -18.0% | +31.9% | -49.9% | -20.7% |
| YTD | -7.2% | +48.7% | -55.9% | -11.6% |
| 1Y | +2.9% | +23.2% | -20.4% | -0.1% |
| 3Y | -11.1% | -23.9% | +12.8% | -10.6% |
| All | -11.1% | -23.5% | +12.4% | -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 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