+54.0%
PPL vs SYY
+94.9%
-40.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.8% | -2.8% | +4.5% | +2.7% |
| 30D | -1.1% | -5.3% | +4.2% | +0.8% |
| 3M | 0.0% | +5.1% | -5.1% | -1.7% |
| 6M | -7.6% | -5.0% | -2.6% | -6.7% |
| YTD | +1.7% | +10.7% | -9.0% | -3.1% |
| 1Y | +1.5% | +0.7% | +0.8% | -0.1% |
| 3Y | +55.3% | +24.0% | +31.2% | +40.4% |
| 5Y | +37.7% | +19.3% | +18.4% | +24.4% |
| 10Y | +54.0% | +96.4% | -42.4% | +15.0% |
| All | +54.0% | +94.9% | -40.9% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling