+3,269.6%
PEP vs SYY
+4,272.5%
-1,002.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.8% |
| 30D | +11.8% | -3.5% | +15.3% | +12.8% |
| 3M | +3.7% | -9.3% | +13.0% | +6.6% |
| 6M | -4.3% | +5.9% | -10.2% | -6.3% |
| YTD | +2.1% | +6.5% | -4.3% | -1.1% |
| 1Y | +2.5% | +4.0% | -1.5% | 0.0% |
| 3Y | -5.0% | +23.0% | -28.0% | -12.6% |
| 5Y | +2.9% | +14.3% | -11.5% | -4.3% |
| 10Y | +87.9% | +85.8% | +2.1% | +37.1% |
| All | +3,269.6% | +4,272.5% | -1,002.9% | +569.8% |
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