+763.1%
PM vs SYY
+391.2%
+371.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -4.9% | -2.3% | -2.6% | -4.1% |
| 30D | -3.4% | -4.9% | +1.6% | -1.6% |
| 3M | +5.2% | +8.4% | -3.2% | +2.2% |
| 6M | +3.7% | -7.4% | +11.1% | +5.9% |
| YTD | +15.8% | +11.0% | +4.8% | +10.3% |
| 1Y | +17.4% | -0.2% | +17.6% | +16.2% |
| 3Y | +116.9% | +23.8% | +93.2% | +95.8% |
| 5Y | +117.3% | +18.1% | +99.2% | +96.3% |
| 10Y | +193.8% | +94.6% | +99.2% | +96.9% |
| All | +763.1% | +391.2% | +371.9% | +271.6% |
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