+62.8%
PNR vs SIRI
-10.2%
+73.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -6.0% | +0.6% | -6.6% | -6.2% |
| 30D | -14.0% | +2.5% | -16.5% | -14.7% |
| 3M | -21.7% | +6.6% | -28.3% | -23.2% |
| 6M | -37.3% | +32.9% | -70.2% | -42.3% |
| YTD | -45.1% | +50.5% | -95.6% | -51.3% |
| 1Y | -49.1% | +28.0% | -77.1% | -53.1% |
| 3Y | -14.8% | -22.4% | +7.6% | -14.9% |
| 5Y | -21.0% | -41.3% | +20.3% | -19.4% |
| All | +62.8% | -10.2% | +73.0% | +38.3% |
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