-0.3%
PEP vs SIRI
+24.9%
-25.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.4% | -3.0% | +1.6% | -1.3% |
| 30D | -0.2% | +1.3% | -1.5% | -0.3% |
| 3M | -4.3% | +5.6% | -9.9% | -4.0% |
| 6M | -13.2% | +35.2% | -48.3% | -13.1% |
| YTD | -1.9% | +49.1% | -51.0% | -2.0% |
| 1Y | -0.3% | +26.8% | -27.1% | -1.2% |
| All | -0.3% | +24.9% | -25.3% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling