+2,151.7%
PPL vs SYY
+4,308.0%
-2,156.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.2% |
| 7D | +0.4% | -7.3% | +7.7% | +2.4% |
| 30D | +5.4% | +0.1% | +5.4% | +5.2% |
| 3M | +4.3% | -8.2% | +12.5% | +6.6% |
| 6M | -1.3% | +6.3% | -7.6% | -3.4% |
| YTD | +4.7% | +7.3% | -2.6% | +1.2% |
| 1Y | +1.3% | +8.5% | -7.2% | -2.4% |
| 3Y | +57.2% | +24.9% | +32.3% | +44.4% |
| 5Y | +48.2% | +8.0% | +40.2% | +40.6% |
| 10Y | +62.7% | +107.2% | -44.5% | +22.2% |
| All | +2,151.7% | +4,308.0% | -2,156.4% | +931.1% |
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