+55.9%
PPL vs SYY
+23.1%
+32.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -2.2% | +1.3% | -3.5% | -2.5% |
| 30D | +1.7% | -3.5% | +5.2% | +2.4% |
| 3M | +0.1% | -9.3% | +9.5% | +2.3% |
| 6M | -1.5% | +5.9% | -7.5% | -3.1% |
| YTD | +3.0% | +6.5% | -3.5% | -0.4% |
| 1Y | -1.4% | +4.0% | -5.5% | -3.9% |
| All | +55.9% | +23.1% | +32.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling