+1,034.3%
PPG vs SIRI
-16.9%
+1,051.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -6.2% | +0.6% | -6.8% | -6.3% |
| 30D | -7.9% | +2.5% | -10.4% | -8.1% |
| 3M | -10.2% | +6.6% | -16.8% | -10.6% |
| 6M | +2.7% | +32.9% | -30.2% | +0.8% |
| YTD | +4.9% | +50.5% | -45.6% | +2.1% |
| 1Y | -3.2% | +28.0% | -31.2% | -4.9% |
| 3Y | -17.0% | -22.4% | +5.4% | -16.9% |
| 5Y | -23.3% | -41.3% | +18.0% | -22.6% |
| 10Y | +26.4% | -10.4% | +36.8% | +24.6% |
| All | +1,034.3% | -16.9% | +1,051.2% | +862.8% |
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