-12.1%
SIRI vs PTC
+200.2%
-212.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.0% | -14.2% | +11.2% | +1.4% |
| 30D | +1.3% | -14.4% | +15.7% | +5.7% |
| 3M | +5.6% | -4.7% | +10.3% | +5.9% |
| 6M | +35.2% | -19.3% | +54.5% | +42.0% |
| YTD | +49.1% | -26.1% | +75.2% | +60.5% |
| 1Y | +26.8% | -37.1% | +63.8% | +43.4% |
| 3Y | -23.7% | -10.4% | -13.3% | -24.0% |
| 5Y | -41.8% | +2.5% | -44.3% | -45.7% |
| All | -12.1% | +200.2% | -212.3% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling