+57.6%
PPL vs SIRI
-14.2%
+71.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | 0.0% | -3.9% | +3.9% | +0.6% |
| 30D | -1.3% | -0.8% | -0.4% | -1.2% |
| 3M | -2.6% | +4.3% | -6.9% | -3.4% |
| 6M | -8.4% | +34.1% | -42.5% | -12.9% |
| YTD | +0.2% | +47.3% | -47.1% | -6.3% |
| 1Y | -0.2% | +22.9% | -23.1% | -4.2% |
| 3Y | +52.9% | -24.6% | +77.5% | +53.4% |
| 5Y | +36.8% | -43.2% | +80.0% | +39.9% |
| 10Y | +57.6% | -12.3% | +69.9% | +43.2% |
| All | +57.6% | -14.2% | +71.8% | +43.2% |
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