+75.7%
PEP vs SYY
+114.2%
-38.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -1.4% | +1.5% | -2.9% | -1.8% |
| 30D | -0.2% | -2.3% | +2.1% | +0.4% |
| 3M | -4.3% | +5.5% | -9.8% | -5.6% |
| 6M | -13.2% | -1.0% | -12.2% | -13.5% |
| YTD | -1.9% | +14.1% | -16.0% | -6.0% |
| 1Y | -0.3% | +5.6% | -5.9% | -2.5% |
| 3Y | -13.6% | +27.9% | -41.5% | -19.9% |
| 5Y | +3.4% | +22.7% | -19.4% | -3.9% |
| All | +75.7% | +114.2% | -38.5% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling