+47.5%
PCG vs SIRI
-17.3%
+64.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +2.5% |
| 7D | -13.9% | +1.6% | -15.4% | -13.9% |
| 30D | -16.9% | -4.7% | -12.2% | -16.7% |
| 3M | -14.7% | +5.3% | -20.0% | -15.0% |
| 6M | -23.8% | +30.5% | -54.3% | -24.7% |
| YTD | -10.5% | +49.6% | -60.1% | -12.0% |
| 1Y | -5.1% | +28.5% | -33.6% | -6.2% |
| 3Y | -11.6% | -27.5% | +15.9% | -11.4% |
| 5Y | +59.0% | -44.7% | +103.7% | +59.9% |
| 10Y | -75.7% | -12.6% | -63.1% | -75.9% |
| All | +47.5% | -17.3% | +64.8% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling