-43.4%
SIRI vs PENG
+107.7%
-151.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +4.3% | +7.8% | -3.5% | +3.5% |
| 30D | -2.8% | -12.2% | +9.4% | -1.8% |
| 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% | +26.8% |
| 1Y | +23.2% | +107.3% | -84.1% | +7.8% |
| 3Y | -23.9% | +110.8% | -134.6% | -36.5% |
| 5Y | -43.4% | +117.8% | -161.2% | -54.7% |
| All | -43.4% | +107.7% | -151.1% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling