+169.5%
PR vs SIRI
-6.8%
+176.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | +18.0% | -4.7% | +22.7% | +19.3% |
| 3M | +16.9% | +5.3% | +11.6% | +14.6% |
| 6M | +28.2% | +30.5% | -2.3% | +17.8% |
| YTD | +69.3% | +49.6% | +19.7% | +49.1% |
| 1Y | +69.5% | +28.5% | +41.0% | +54.9% |
| 3Y | +81.7% | -27.5% | +109.1% | +83.6% |
| 5Y | +422.2% | -44.7% | +466.9% | +444.1% |
| 10Y | +110.4% | -12.6% | +123.0% | +130.9% |
| All | +169.5% | -6.8% | +176.3% | +195.4% |
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