+3.9%
PEP vs SYY
+18.1%
-14.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +1.0% |
| 30D | +0.7% | -5.3% | +5.9% | +2.4% |
| 3M | -0.5% | +5.1% | -5.6% | -2.0% |
| 6M | -11.3% | -5.0% | -6.3% | -10.4% |
| YTD | -0.6% | +10.7% | -11.3% | -5.1% |
| 1Y | +1.7% | +0.7% | +1.0% | +0.4% |
| 3Y | -12.5% | +24.0% | -36.5% | -20.1% |
| 5Y | +3.9% | +19.3% | -15.4% | -3.7% |
| All | +3.9% | +18.1% | -14.2% | -3.7% |
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