-19.9%
SIRI vs PTC
+699.8%
-719.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.0% | -14.2% | +11.2% | +1.0% |
| 30D | +1.3% | -14.4% | +15.7% | +5.3% |
| 3M | +5.6% | -4.7% | +10.3% | +6.0% |
| 6M | +35.1% | -19.3% | +54.4% | +41.2% |
| YTD | +49.0% | -26.1% | +75.2% | +59.0% |
| 1Y | +26.8% | -37.1% | +63.8% | +41.0% |
| 3Y | -23.7% | -10.4% | -13.3% | -23.5% |
| 5Y | -41.8% | +2.5% | -44.3% | -44.8% |
| 10Y | -11.3% | +197.9% | -209.2% | -40.2% |
| All | -19.9% | +699.8% | -719.7% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling