-11.3%
SIRI vs PTC
+205.0%
-216.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +0.6% | -7.3% | +7.8% | +2.7% |
| 30D | +2.5% | -11.6% | +14.1% | +5.9% |
| 3M | +6.6% | +10.5% | -3.8% | +2.6% |
| 6M | +32.9% | -17.8% | +50.7% | +38.9% |
| YTD | +50.5% | -24.9% | +75.4% | +61.3% |
| 1Y | +28.0% | -36.8% | +64.8% | +44.6% |
| 3Y | -22.4% | -8.7% | -13.7% | -23.2% |
| 5Y | -41.3% | +4.1% | -45.4% | -45.4% |
| All | -11.3% | +205.0% | -216.3% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PTC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling