+695.9%
PH vs SYY
+88.7%
+607.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.6% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +0.1% | -4.8% | +4.9% | +1.9% |
| 3M | -9.4% | -7.1% | -2.3% | -6.8% |
| 6M | +8.8% | +6.8% | +2.0% | +3.6% |
| YTD | +9.6% | +7.7% | +2.0% | +2.4% |
| 1Y | +14.4% | +5.7% | +8.8% | +7.9% |
| 3Y | +134.5% | +24.6% | +110.0% | +97.3% |
| 5Y | +204.4% | +15.6% | +188.8% | +164.1% |
| All | +695.9% | +88.7% | +607.1% | +416.0% |
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