+2,090.1%
PPL vs SYY
+4,458.5%
-2,368.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +2.7% | -2.3% | +5.0% | +3.3% |
| 30D | +0.5% | -4.9% | +5.4% | +1.9% |
| 3M | +0.7% | +8.4% | -7.7% | -1.7% |
| 6M | -7.6% | -7.4% | -0.2% | -6.2% |
| YTD | +1.8% | +11.0% | -9.2% | -2.2% |
| 1Y | -0.8% | -0.2% | -0.5% | -1.8% |
| 3Y | +56.9% | +23.8% | +33.1% | +44.8% |
| 5Y | +39.5% | +18.1% | +21.4% | +29.2% |
| 10Y | +55.4% | +94.6% | -39.2% | +18.8% |
| All | +2,090.1% | +4,458.5% | -2,368.5% | +896.0% |
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 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