+1,653.5%
PPL vs SIRI
-17.3%
+1,670.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | +2.7% | +1.6% | +1.1% | +2.6% |
| 30D | +0.5% | -4.7% | +5.2% | +0.6% |
| 3M | +0.7% | +5.3% | -4.6% | +0.5% |
| 6M | -7.6% | +30.5% | -38.1% | -8.3% |
| YTD | +1.8% | +49.6% | -47.8% | +0.7% |
| 1Y | -0.8% | +28.5% | -29.3% | -1.5% |
| 3Y | +56.9% | -27.5% | +84.3% | +57.0% |
| 5Y | +39.5% | -44.7% | +84.2% | +40.0% |
| 10Y | +55.4% | -12.6% | +68.0% | +54.6% |
| All | +1,653.5% | -17.3% | +1,670.9% | +1,634.7% |
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