+32.5%
PFE vs SIRI
-11.0%
+43.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -4.0% | -3.0% | -1.0% | -3.7% |
| 30D | +3.9% | +1.3% | +2.6% | +3.7% |
| 3M | +9.9% | +5.6% | +4.3% | +9.0% |
| 6M | +5.3% | +35.2% | -29.9% | +0.9% |
| YTD | +16.8% | +49.1% | -32.3% | +10.3% |
| 1Y | +20.4% | +26.8% | -6.4% | +16.0% |
| 3Y | -2.1% | -23.7% | +21.6% | -2.5% |
| 5Y | -21.0% | -41.8% | +20.9% | -20.6% |
| All | +32.5% | -11.0% | +43.5% | +19.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling