-11.3%
SIRI vs PFGC
+292.9%
-304.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +0.6% | -4.8% | +5.3% | +1.5% |
| 30D | +2.5% | -12.5% | +15.0% | +5.1% |
| 3M | +6.6% | -9.7% | +16.3% | +8.6% |
| 6M | +32.9% | +7.0% | +25.9% | +30.8% |
| YTD | +50.5% | +4.5% | +46.0% | +48.2% |
| 1Y | +28.0% | -11.6% | +39.6% | +30.0% |
| 3Y | -22.4% | +58.5% | -80.9% | -29.8% |
| 5Y | -41.3% | +112.6% | -153.9% | -50.5% |
| All | -11.3% | +292.9% | -304.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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