+3,159.9%
PEP vs SYY
+4,458.5%
-1,298.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -0.7% |
| 30D | +0.2% | -4.9% | +5.2% | +1.8% |
| 3M | -1.1% | +8.4% | -9.5% | -3.6% |
| 6M | -13.5% | -7.4% | -6.1% | -12.1% |
| YTD | -1.2% | +11.0% | -12.2% | -5.3% |
| 1Y | -1.6% | -0.2% | -1.3% | -2.5% |
| 3Y | -12.5% | +23.8% | -36.3% | -19.5% |
| 5Y | +3.0% | +18.1% | -15.1% | -5.1% |
| 10Y | +73.9% | +94.6% | -20.7% | +25.1% |
| All | +3,159.9% | +4,458.5% | -1,298.6% | +541.2% |
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 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