-30.1%
SIRI vs PENG
+751.0%
-781.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.9% | +7.3% | -11.2% | -4.8% |
| 30D | -0.8% | -7.5% | +6.6% | -0.1% |
| 3M | +4.3% | -17.2% | +21.5% | +4.3% |
| 6M | +34.1% | +176.7% | -142.7% | +11.8% |
| YTD | +47.3% | +161.0% | -113.7% | +23.3% |
| 1Y | +22.9% | +108.8% | -85.9% | +5.5% |
| 3Y | -24.6% | +109.8% | -134.3% | -38.7% |
| 5Y | -43.2% | +111.7% | -154.9% | -55.6% |
| All | -30.1% | +751.0% | -781.1% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling