+210.9%
PM vs SIRI
-10.2%
+221.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | +4.7% | +0.6% | +4.1% | +4.6% |
| 30D | +2.6% | +2.5% | +0.1% | +2.2% |
| 3M | +6.6% | +6.6% | 0.0% | +5.6% |
| 6M | +16.5% | +32.9% | -16.4% | +11.8% |
| YTD | +21.2% | +50.5% | -29.3% | +14.2% |
| 1Y | +17.9% | +28.0% | -10.1% | +13.3% |
| 3Y | +129.8% | -22.4% | +152.2% | +130.7% |
| 5Y | +133.0% | -41.3% | +174.3% | +136.2% |
| All | +210.9% | -10.2% | +221.1% | +179.2% |
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 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