+14.9%
PSA vs SIRI
-41.5%
+56.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -8.4% | +2.5% | -10.9% | -8.6% |
| 3M | -7.8% | +6.6% | -14.5% | -8.5% |
| 6M | +0.8% | +32.9% | -32.1% | -2.3% |
| YTD | +16.5% | +50.5% | -34.0% | +11.3% |
| 1Y | +4.7% | +28.0% | -23.3% | +1.6% |
| 3Y | +21.1% | -22.4% | +43.5% | +20.6% |
| All | +14.9% | -41.5% | +56.4% | +19.6% |
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