+1,310.1%
PNR vs SIRI
-16.9%
+1,327.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -6.0% | +0.6% | -6.6% | -6.1% |
| 30D | -14.0% | +2.5% | -16.5% | -14.2% |
| 3M | -21.7% | +6.6% | -28.3% | -22.1% |
| 6M | -37.3% | +32.9% | -70.2% | -38.7% |
| YTD | -45.1% | +50.5% | -95.6% | -47.0% |
| 1Y | -49.1% | +28.0% | -77.1% | -50.3% |
| 3Y | -14.8% | -22.4% | +7.6% | -14.7% |
| 5Y | -21.0% | -41.3% | +20.3% | -20.1% |
| 10Y | +64.7% | -10.4% | +75.2% | +62.1% |
| All | +1,310.1% | -16.9% | +1,327.0% | +1,094.5% |
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