+4.4%
PEP vs SIRI
-41.4%
+45.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +2.9% | -1.7% | +4.6% | +3.0% |
| 30D | +12.5% | +21.1% | -8.6% | +11.1% |
| 3M | +4.5% | +14.7% | -10.2% | +3.6% |
| 6M | -0.5% | +22.9% | -23.4% | -1.8% |
| YTD | +4.4% | +65.7% | -61.3% | +0.9% |
| 1Y | +4.4% | +53.5% | -49.1% | +1.3% |
| 3Y | -3.4% | -23.0% | +19.6% | -3.3% |
| All | +4.4% | -41.4% | +45.8% | +11.9% |
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