+84.5%
PR vs SIRI
-7.4%
+91.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +6.0% | -1.7% | +7.7% | +6.4% |
| 30D | -4.2% | +21.1% | -25.3% | -9.3% |
| 3M | +10.0% | +14.7% | -4.8% | +5.5% |
| 6M | +15.6% | +22.9% | -7.3% | +8.0% |
| YTD | +68.2% | +65.7% | +2.4% | +43.3% |
| 1Y | +79.2% | +53.5% | +25.7% | +56.0% |
| 3Y | +94.9% | -23.0% | +117.9% | +96.0% |
| 5Y | +272.8% | -41.5% | +314.3% | +286.6% |
| All | +84.5% | -7.4% | +91.9% | +103.5% |
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