+116.1%
PG vs SIRI
-10.2%
+126.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | +0.8% | +2.5% | -1.7% | +0.6% |
| 3M | -1.3% | +6.6% | -8.0% | -2.0% |
| 6M | -3.8% | +32.9% | -36.7% | -6.5% |
| YTD | +3.6% | +50.5% | -46.8% | -0.4% |
| 1Y | -5.7% | +28.0% | -33.7% | -8.2% |
| 3Y | +1.6% | -22.4% | +24.0% | +1.5% |
| 5Y | +14.6% | -41.3% | +55.9% | +15.7% |
| All | +116.1% | -10.2% | +126.4% | +97.1% |
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