+35.7%
PCG vs SIRI
-7.3%
+42.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.2% | -2.6% | +0.4% | -2.1% |
| 30D | -0.5% | +22.2% | -22.7% | -1.2% |
| 3M | -24.0% | +14.1% | -38.0% | -24.4% |
| 6M | -18.6% | +22.5% | -41.1% | -19.3% |
| YTD | -17.7% | +67.9% | -85.6% | -19.4% |
| 1Y | -20.0% | +54.6% | -74.6% | -21.5% |
| 3Y | -20.2% | -21.3% | +1.1% | -20.3% |
| 5Y | +8.4% | -40.4% | +48.7% | +8.6% |
| 10Y | -76.4% | -6.2% | -70.1% | -76.7% |
| All | +35.7% | -7.3% | +42.9% | +21.5% |
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