+28.2%
SIRI vs PFG
+998.8%
-970.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.9% |
| 7D | -3.0% | -3.0% | 0.0% | -2.0% |
| 30D | +1.3% | +2.5% | -1.2% | +0.4% |
| 3M | +5.6% | +6.1% | -0.5% | +3.4% |
| 6M | +35.1% | +31.3% | +3.8% | +23.4% |
| YTD | +49.0% | +33.6% | +15.5% | +35.1% |
| 1Y | +26.8% | +48.5% | -21.8% | +10.9% |
| 3Y | -23.7% | +69.6% | -93.3% | -35.8% |
| 5Y | -41.8% | +111.5% | -153.3% | -55.0% |
| 10Y | -11.3% | +244.2% | -255.5% | -44.1% |
| All | +28.2% | +998.8% | -970.7% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling