+221.7%
PR vs SIRI
-38.7%
+260.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | -16.4% | +12.6% | -29.0% | -18.0% |
| 30D | -1.9% | +25.9% | -27.8% | -5.4% |
| 3M | +8.0% | +10.3% | -2.4% | +6.1% |
| 6M | +4.1% | +24.8% | -20.7% | -0.1% |
| YTD | +58.7% | +68.6% | -9.9% | +44.2% |
| 1Y | +75.8% | +55.9% | +19.9% | +61.9% |
| 3Y | +73.2% | -22.3% | +95.5% | +72.5% |
| All | +221.7% | -38.7% | +260.4% | +242.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling