+30.7%
PM vs SYY
+4.6%
+26.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | -2.8% | -2.2% | -0.6% | -2.5% |
| 3M | +6.3% | -8.0% | +14.4% | +8.3% |
| 6M | +9.6% | +7.5% | +2.2% | +8.0% |
| YTD | +25.6% | +7.4% | +18.2% | +20.1% |
| All | +30.7% | +4.6% | +26.1% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling