+1,861.8%
PEP vs SIRI
-17.3%
+1,879.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.6% |
| 7D | -1.4% | +1.6% | -3.0% | -1.4% |
| 30D | +0.2% | -4.7% | +4.9% | +0.3% |
| 3M | -1.1% | +5.3% | -6.4% | -1.3% |
| 6M | -13.5% | +30.5% | -44.0% | -14.1% |
| YTD | -1.2% | +49.6% | -50.8% | -2.3% |
| 1Y | -1.6% | +28.5% | -30.1% | -2.3% |
| 3Y | -12.5% | -27.5% | +14.9% | -12.5% |
| 5Y | +3.0% | -44.7% | +47.7% | +3.4% |
| 10Y | +73.9% | -12.6% | +86.5% | +72.7% |
| All | +1,861.8% | -17.3% | +1,879.2% | +1,837.4% |
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