+1,528.1%
PFE vs SIRI
-8.8%
+1,536.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | -2.1% | -3.7% | +1.6% | -2.0% |
| 30D | +3.1% | +20.4% | -17.3% | +2.4% |
| 3M | +11.2% | +12.5% | -1.3% | +10.7% |
| 6M | +15.0% | +23.4% | -8.4% | +14.1% |
| YTD | +23.5% | +65.2% | -41.6% | +21.3% |
| 1Y | +18.9% | +52.4% | -33.5% | +17.0% |
| 3Y | +18.7% | -22.6% | +41.3% | +18.7% |
| 5Y | -24.0% | -41.7% | +17.7% | -23.8% |
| 10Y | +47.5% | -7.8% | +55.3% | +45.5% |
| All | +1,528.1% | -8.8% | +1,536.9% | +1,367.6% |
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 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