+1,702.9%
PPL vs SIRI
-6.9%
+1,709.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +0.4% | +12.6% | -12.2% | +0.1% |
| 30D | +5.4% | +25.9% | -20.4% | +4.8% |
| 3M | +4.3% | +10.3% | -6.0% | +4.0% |
| 6M | -1.3% | +24.8% | -26.1% | -1.9% |
| YTD | +4.7% | +68.6% | -63.9% | +3.2% |
| 1Y | +1.3% | +55.9% | -54.6% | 0.0% |
| 3Y | +57.2% | -22.3% | +79.6% | +57.1% |
| 5Y | +48.2% | -38.6% | +86.9% | +48.3% |
| 10Y | +62.7% | -0.6% | +63.3% | +61.3% |
| All | +1,702.9% | -6.9% | +1,709.7% | +1,677.8% |
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