-41.8%
SIRI vs PTC
+4.1%
-45.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +0.6% | -7.3% | +7.8% | +2.6% |
| 30D | +2.5% | -11.6% | +14.1% | +5.7% |
| 3M | +6.6% | +10.5% | -3.8% | +2.5% |
| 6M | +32.9% | -17.8% | +50.7% | +38.9% |
| YTD | +50.5% | -24.9% | +75.4% | +61.5% |
| 1Y | +28.0% | -36.8% | +64.8% | +45.4% |
| 3Y | -22.4% | -8.7% | -13.7% | -24.0% |
| All | -41.8% | +4.1% | -45.9% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling