-38.3%
SIRI vs PENG
+56.2%
-94.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.4% | +0.2% |
| 7D | +11.4% | -3.8% | +15.2% | +11.2% |
| 30D | +24.2% | -40.1% | +64.3% | +28.4% |
| 3M | +11.1% | -21.8% | +32.9% | +11.7% |
| 6M | +23.9% | +3.3% | +20.6% | +17.5% |
| YTD | +70.0% | +133.6% | -63.6% | +43.7% |
| 1Y | +56.6% | +110.7% | -54.1% | +34.0% |
| 3Y | -21.4% | +204.3% | -225.6% | -36.4% |
| 5Y | -38.3% | +54.4% | -92.7% | -51.1% |
| All | -38.3% | +56.2% | -94.5% | -51.1% |
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 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