+1.5%
PPL vs SIRI
+25.1%
-23.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.8% | +4.3% | -2.5% | +1.6% |
| 30D | -1.1% | -2.8% | +1.8% | -1.0% |
| 3M | 0.0% | +5.9% | -5.9% | -0.1% |
| 6M | -7.6% | +31.9% | -39.5% | -9.0% |
| YTD | +1.7% | +48.7% | -46.9% | -0.9% |
| 1Y | +1.5% | +23.2% | -21.7% | +0.8% |
| All | +1.5% | +25.1% | -23.6% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling