+87.0%
PR vs SIRI
+59.9%
+27.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.4% | -15.0% | -5.5% |
| 7D | -12.1% | +22.3% | -34.4% | -10.5% |
| 30D | +0.9% | +26.9% | -26.0% | +2.9% |
| 3M | +10.1% | +9.6% | +0.5% | +11.3% |
| 6M | +1.1% | +27.2% | -26.1% | +2.6% |
| YTD | +63.7% | +72.4% | -8.7% | +63.0% |
| 1Y | +87.0% | +59.9% | +27.1% | +90.2% |
| All | +87.0% | +59.9% | +27.2% | +90.2% |
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 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