+782.8%
PH vs SIRI
-11.0%
+793.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | -11.8% | +1.3% | -13.1% | -12.2% |
| 3M | +6.9% | +5.6% | +1.3% | +4.7% |
| 6M | -1.3% | +35.2% | -36.4% | -10.6% |
| YTD | +7.0% | +49.1% | -42.1% | -6.4% |
| 1Y | +23.1% | +26.8% | -3.7% | +12.6% |
| 3Y | +135.4% | -23.7% | +159.0% | +134.4% |
| 5Y | +250.3% | -41.8% | +292.2% | +254.1% |
| All | +782.8% | -11.0% | +793.9% | +623.1% |
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