+140.8%
PH vs SYY
+25.4%
+115.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -2.8% | +3.2% | +1.2% |
| 30D | -10.8% | -5.3% | -5.5% | -9.5% |
| 3M | +8.5% | +5.1% | +3.4% | +6.8% |
| 6M | +3.9% | -5.0% | +8.9% | +4.6% |
| YTD | +9.4% | +10.7% | -1.3% | +5.4% |
| 1Y | +26.8% | +0.7% | +26.1% | +25.6% |
| 3Y | +140.8% | +24.0% | +116.8% | +125.9% |
| All | +140.8% | +25.4% | +115.4% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling