+4.4%
PEP vs SYY
+15.0%
-10.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +12.5% | -4.8% | +17.3% | +14.1% |
| 3M | +4.5% | -7.1% | +11.6% | +6.7% |
| 6M | -0.5% | +6.8% | -7.3% | -2.7% |
| YTD | +4.4% | +7.7% | -3.2% | +0.2% |
| 1Y | +4.4% | +5.7% | -1.3% | +0.8% |
| 3Y | -3.4% | +24.6% | -27.9% | -12.4% |
| All | +4.4% | +15.0% | -10.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling