+3,309.4%
PEP vs SYY
+4,312.6%
-1,003.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +13.6% | -2.2% | +15.9% | +14.2% |
| 3M | +5.1% | -8.0% | +13.1% | +7.6% |
| 6M | -1.6% | +7.5% | -9.1% | -4.0% |
| YTD | +3.3% | +7.4% | -4.1% | -0.2% |
| 1Y | +3.2% | +4.9% | -1.6% | +0.4% |
| 3Y | -3.9% | +24.1% | -28.0% | -11.8% |
| 5Y | +4.0% | +13.4% | -9.3% | -3.0% |
| 10Y | +90.1% | +87.5% | +2.6% | +38.3% |
| All | +3,309.4% | +4,312.6% | -1,003.2% | +575.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling