-29.0%
SIRI vs PENG
+762.7%
-791.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.1% | -3.4% |
| 7D | +1.6% | +4.5% | -3.0% | +1.0% |
| 30D | -4.7% | -7.1% | +2.4% | -4.1% |
| 3M | +5.3% | -27.3% | +32.5% | +7.0% |
| 6M | +30.5% | +169.6% | -139.1% | +9.3% |
| YTD | +49.6% | +164.6% | -115.0% | +25.1% |
| 1Y | +28.5% | +109.5% | -81.0% | +10.3% |
| 3Y | -27.5% | +98.9% | -126.4% | -40.6% |
| 5Y | -44.7% | +116.3% | -160.9% | -56.9% |
| All | -29.0% | +762.7% | -791.7% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling