+47.1%
PPL vs SYY
+15.0%
+32.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +2.6% | -4.8% | +7.4% | +3.9% |
| 3M | +0.8% | -7.1% | +7.9% | +2.7% |
| 6M | +1.4% | +6.8% | -5.4% | -1.0% |
| YTD | +4.3% | +7.7% | -3.4% | +0.1% |
| 1Y | +0.8% | +5.7% | -4.9% | -2.7% |
| 3Y | +57.9% | +24.6% | +33.4% | +41.8% |
| All | +47.1% | +15.0% | +32.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling