+23,761.0%
PH vs SYY
+4,458.5%
+19,302.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -3.1% | -2.3% | -0.8% | -2.1% |
| 30D | -3.2% | -4.9% | +1.7% | -1.1% |
| 3M | +10.6% | +8.4% | +2.2% | +6.5% |
| 6M | -2.1% | -7.4% | +5.2% | +0.3% |
| YTD | +10.2% | +11.0% | -0.8% | +3.7% |
| 1Y | +28.2% | -0.2% | +28.5% | +26.2% |
| 3Y | +134.9% | +23.8% | +111.1% | +106.8% |
| 5Y | +253.6% | +18.1% | +235.5% | +216.1% |
| 10Y | +804.7% | +94.6% | +710.1% | +524.0% |
| All | +23,761.0% | +4,458.5% | +19,302.5% | +5,868.2% |
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