+1,446.8%
PFE vs SIRI
-17.9%
+1,464.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.3% |
| 7D | -2.7% | +4.3% | -6.9% | -2.8% |
| 30D | +3.8% | -2.8% | +6.7% | +3.9% |
| 3M | +10.4% | +5.9% | +4.5% | +10.1% |
| 6M | +6.3% | +31.9% | -25.7% | +5.2% |
| YTD | +17.4% | +48.7% | -31.3% | +15.7% |
| 1Y | +21.1% | +23.2% | -2.1% | +20.1% |
| 3Y | -1.6% | -23.9% | +22.3% | -1.6% |
| 5Y | -22.2% | -43.4% | +21.3% | -21.8% |
| 10Y | +32.9% | -13.6% | +46.5% | +31.4% |
| All | +1,446.8% | -17.9% | +1,464.7% | +1,299.7% |
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