+123.4%
PM vs SIRI
-24.2%
+147.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.2% | -3.9% | +2.7% | -1.0% |
| 30D | -0.2% | -0.8% | +0.7% | -0.1% |
| 3M | +4.9% | +4.3% | +0.6% | +4.8% |
| 6M | +9.0% | +34.1% | -25.0% | +8.0% |
| YTD | +17.8% | +47.3% | -29.5% | +16.3% |
| 1Y | +16.8% | +22.9% | -6.1% | +16.0% |
| All | +123.4% | -24.2% | +147.6% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling