+13,251.1%
PH vs SIRI
-17.9%
+13,269.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +0.4% | +4.3% | -3.9% | +0.1% |
| 30D | -10.8% | -2.8% | -8.0% | -10.7% |
| 3M | +8.5% | +5.9% | +2.5% | +7.9% |
| 6M | +3.9% | +31.9% | -28.0% | +1.8% |
| YTD | +9.4% | +48.7% | -39.2% | +6.2% |
| 1Y | +26.8% | +23.2% | +3.6% | +24.5% |
| 3Y | +140.8% | -23.9% | +164.7% | +141.3% |
| 5Y | +253.8% | -43.4% | +297.2% | +258.0% |
| 10Y | +792.3% | -13.6% | +806.0% | +784.5% |
| All | +13,251.1% | -17.9% | +13,269.0% | +11,496.9% |
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