+94.9%
PR vs SIRI
-22.7%
+117.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +6.0% | -1.7% | +7.7% | +6.1% |
| 30D | -4.2% | +21.1% | -25.3% | -6.4% |
| 3M | +10.0% | +14.7% | -4.8% | +8.1% |
| 6M | +15.6% | +22.9% | -7.3% | +12.2% |
| YTD | +68.2% | +65.7% | +2.4% | +55.9% |
| 1Y | +79.2% | +53.5% | +25.7% | +68.0% |
| 3Y | +94.9% | -23.0% | +117.9% | +86.9% |
| All | +94.9% | -22.7% | +117.6% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling