+37.4%
PEG vs SIRI
-41.5%
+78.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | -0.9% | +0.6% | -1.4% | -0.9% |
| 30D | -3.7% | +2.5% | -6.2% | -3.9% |
| 3M | -7.3% | +6.6% | -13.9% | -7.8% |
| 6M | -10.5% | +32.9% | -43.4% | -12.6% |
| YTD | -7.5% | +50.5% | -58.0% | -10.7% |
| 1Y | -8.7% | +28.0% | -36.7% | -10.8% |
| 3Y | +31.4% | -22.4% | +53.8% | +31.1% |
| All | +37.4% | -41.5% | +78.9% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling