+135.3%
PSX vs SYY
+26.6%
+108.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.1% |
| 7D | +1.8% | -0.2% | +2.1% | +1.9% |
| 30D | +21.6% | -2.7% | +24.4% | +22.4% |
| 3M | +46.5% | +5.9% | +40.6% | +44.0% |
| 6M | +62.0% | -2.3% | +64.3% | +62.7% |
| YTD | +106.3% | +13.1% | +93.2% | +95.5% |
| 1Y | +103.0% | +3.8% | +99.2% | +98.9% |
| All | +135.3% | +26.6% | +108.7% | +109.0% |
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 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