+3.7%
PEP vs SYY
+8.7%
-5.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | -0.1% | +3.0% |
| 7D | +7.4% | -6.3% | +13.7% | +8.5% |
| 30D | +13.3% | +0.7% | +12.6% | +13.2% |
| 3M | +3.5% | -6.4% | +9.9% | +4.5% |
| 6M | -5.9% | +7.6% | -13.5% | -6.3% |
| YTD | +2.3% | +7.4% | -5.2% | -1.5% |
| 1Y | +3.7% | +8.3% | -4.6% | -0.5% |
| All | +3.7% | +8.7% | -5.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling