+2,441.4%
PEG vs SIRI
-17.9%
+2,459.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +1.0% | +4.3% | -3.2% | +0.9% |
| 30D | -1.9% | -2.8% | +1.0% | -1.8% |
| 3M | -3.7% | +5.9% | -9.6% | -3.8% |
| 6M | -9.4% | +31.9% | -41.4% | -10.1% |
| YTD | -6.0% | +48.7% | -54.6% | -7.0% |
| 1Y | -4.4% | +23.2% | -27.6% | -5.0% |
| 3Y | +33.5% | -23.9% | +57.4% | +33.5% |
| 5Y | +35.7% | -43.4% | +79.2% | +36.1% |
| 10Y | +140.4% | -13.6% | +154.0% | +139.0% |
| All | +2,441.4% | -17.9% | +2,459.3% | +2,421.2% |
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 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