-38.9%
PSKY vs SIRI
-48.9%
+10.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -6.8% | -3.9% | -2.9% | -6.0% |
| 30D | +10.2% | -0.8% | +11.1% | +10.4% |
| 3M | +0.3% | +4.3% | -4.0% | -0.8% |
| 6M | -7.8% | +34.1% | -41.8% | -13.9% |
| YTD | -23.0% | +47.3% | -70.3% | -29.7% |
| 1Y | -31.6% | +22.9% | -54.6% | -35.4% |
| 3Y | -21.3% | -24.6% | +3.2% | -20.1% |
| 5Y | -71.5% | -43.2% | -28.3% | -70.1% |
| 10Y | -75.6% | -12.3% | -63.3% | -76.3% |
| All | -38.9% | -48.9% | +10.0% | -46.4% |
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