+23,825.0%
PH vs SYY
+4,352.2%
+19,472.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +2.1% | +4.7% | -2.6% | 0.0% |
| 30D | +0.3% | -0.7% | +0.9% | -0.1% |
| 3M | -8.8% | -6.8% | -2.0% | -6.7% |
| 6M | +10.0% | +8.6% | +1.4% | +5.0% |
| YTD | +10.5% | +8.4% | +2.1% | +4.2% |
| 1Y | +15.5% | +7.1% | +8.4% | +9.5% |
| 3Y | +136.4% | +25.2% | +111.1% | +105.7% |
| 5Y | +213.6% | +13.0% | +200.6% | +184.1% |
| 10Y | +713.9% | +88.9% | +625.0% | +465.3% |
| All | +23,825.0% | +4,352.2% | +19,472.8% | +5,900.5% |
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