+249.6%
PH vs SIRI
-41.5%
+291.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | -11.0% | +2.5% | -13.5% | -11.4% |
| 3M | +5.5% | +6.6% | -1.1% | +4.2% |
| 6M | +1.5% | +32.9% | -31.4% | -3.5% |
| YTD | +8.8% | +50.5% | -41.7% | +1.1% |
| 1Y | +24.5% | +28.0% | -3.5% | +18.6% |
| 3Y | +141.2% | -22.4% | +163.6% | +138.1% |
| All | +249.6% | -41.5% | +291.0% | +268.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling