+1,531.5%
PFE vs SIRI
-8.5%
+1,539.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.7% | -1.7% | 0.0% | -1.6% |
| 30D | +0.3% | +21.1% | -20.8% | -0.3% |
| 3M | +9.4% | +14.7% | -5.4% | +8.8% |
| 6M | +14.9% | +22.9% | -8.0% | +14.0% |
| YTD | +23.8% | +65.7% | -42.0% | +21.5% |
| 1Y | +19.5% | +53.5% | -33.9% | +17.6% |
| 3Y | +21.0% | -23.0% | +44.0% | +21.0% |
| 5Y | -23.9% | -41.5% | +17.6% | -23.7% |
| 10Y | +47.8% | -7.4% | +55.3% | +45.8% |
| All | +1,531.5% | -8.5% | +1,539.9% | +1,370.5% |
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 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