+24.1%
PPG vs SIRI
-10.2%
+34.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -6.2% | +0.6% | -6.8% | -6.4% |
| 30D | -7.9% | +2.5% | -10.4% | -8.5% |
| 3M | -10.2% | +6.6% | -16.8% | -11.7% |
| 6M | +2.7% | +32.9% | -30.2% | -4.3% |
| YTD | +4.9% | +50.5% | -45.6% | -5.2% |
| 1Y | -3.2% | +28.0% | -31.2% | -9.5% |
| 3Y | -17.0% | -22.4% | +5.4% | -17.3% |
| 5Y | -23.3% | -41.3% | +18.0% | -21.7% |
| All | +24.1% | -10.2% | +34.3% | +6.9% |
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 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