-11.3%
SIRI vs PFG
+251.1%
-262.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +2.5% | +2.9% | -0.4% | +1.1% |
| 3M | +6.6% | +6.7% | -0.1% | +3.5% |
| 6M | +32.9% | +33.8% | -0.9% | +17.0% |
| YTD | +50.5% | +35.0% | +15.5% | +31.6% |
| 1Y | +28.0% | +46.4% | -18.4% | +7.9% |
| 3Y | -22.4% | +71.7% | -94.1% | -38.7% |
| 5Y | -41.3% | +113.7% | -155.0% | -58.1% |
| All | -11.3% | +251.1% | -262.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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