-17.0%
PPG vs SIRI
-22.6%
+5.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -6.2% | +0.6% | -6.8% | -6.3% |
| 30D | -7.9% | +2.5% | -10.4% | -8.4% |
| 3M | -10.2% | +6.6% | -16.8% | -11.3% |
| 6M | +2.7% | +32.9% | -30.2% | -2.1% |
| YTD | +4.9% | +50.5% | -45.6% | -2.1% |
| 1Y | -3.2% | +28.0% | -31.2% | -7.5% |
| 3Y | -17.0% | -22.4% | +5.4% | -18.5% |
| All | -17.0% | -22.6% | +5.6% | -18.5% |
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 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