+48.8%
PFE vs SIRI
-7.4%
+56.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.7% | -1.7% | 0.0% | -1.5% |
| 30D | +0.3% | +21.1% | -20.8% | -2.1% |
| 3M | +9.4% | +14.7% | -5.4% | +7.3% |
| 6M | +14.9% | +22.9% | -8.0% | +11.6% |
| YTD | +23.8% | +65.7% | -42.0% | +15.3% |
| 1Y | +19.5% | +53.5% | -33.9% | +12.4% |
| 3Y | +21.0% | -23.0% | +44.0% | +20.9% |
| 5Y | -23.9% | -41.5% | +17.6% | -22.9% |
| All | +48.8% | -7.4% | +56.2% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling