-1.6%
PFE vs SIRI
-23.5%
+21.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.3% |
| 7D | -2.7% | +4.3% | -6.9% | -3.1% |
| 30D | +3.8% | -2.8% | +6.7% | +4.1% |
| 3M | +10.4% | +5.9% | +4.5% | +9.6% |
| 6M | +6.3% | +31.9% | -25.7% | +2.9% |
| YTD | +17.4% | +48.7% | -31.3% | +12.1% |
| 1Y | +21.1% | +23.2% | -2.1% | +17.8% |
| 3Y | -1.6% | -23.9% | +22.3% | -3.5% |
| All | -1.6% | -23.5% | +21.9% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling