-23.9%
SIRI vs PENG
+111.6%
-135.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +4.3% | +7.8% | -3.5% | +3.6% |
| 30D | -2.8% | -12.2% | +9.4% | -1.9% |
| 3M | +5.9% | -20.6% | +26.5% | +6.5% |
| 6M | +31.9% | +180.9% | -149.0% | +12.0% |
| YTD | +48.7% | +162.3% | -113.6% | +26.9% |
| 1Y | +23.2% | +107.3% | -84.1% | +7.8% |
| 3Y | -23.9% | +110.8% | -134.6% | -34.8% |
| All | -23.9% | +111.6% | -135.5% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling