+782.8%
PH vs SYY
+114.2%
+668.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -3.1% | +1.5% | -4.6% | -3.9% |
| 30D | -11.8% | -2.3% | -9.5% | -10.8% |
| 3M | +6.9% | +5.5% | +1.4% | +3.7% |
| 6M | -1.3% | -1.0% | -0.3% | -1.9% |
| YTD | +7.0% | +14.1% | -7.2% | -2.2% |
| 1Y | +23.1% | +5.6% | +17.6% | +17.1% |
| 3Y | +135.4% | +27.9% | +107.5% | +97.2% |
| 5Y | +250.3% | +22.7% | +227.6% | +197.1% |
| All | +782.8% | +114.2% | +668.7% | +449.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling