+143.4%
PEG vs SIRI
-10.2%
+153.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.3% |
| 7D | -0.9% | +0.6% | -1.4% | -1.0% |
| 30D | -3.7% | +2.5% | -6.2% | -4.1% |
| 3M | -7.3% | +6.6% | -13.9% | -8.3% |
| 6M | -10.5% | +32.9% | -43.4% | -14.5% |
| YTD | -7.5% | +50.5% | -58.0% | -13.4% |
| 1Y | -8.7% | +28.0% | -36.7% | -12.7% |
| 3Y | +31.4% | -22.4% | +53.8% | +31.0% |
| 5Y | +37.8% | -41.3% | +79.1% | +39.9% |
| All | +143.4% | -10.2% | +153.6% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling