+367.0%
PSX vs SYY
+20.0%
+347.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +1.5% | +1.5% | 0.0% | +1.0% |
| 30D | +15.8% | -2.3% | +18.1% | +16.6% |
| 3M | +43.0% | +5.5% | +37.5% | +40.2% |
| 6M | +61.1% | -1.0% | +62.0% | +60.5% |
| YTD | +104.5% | +14.1% | +90.4% | +92.0% |
| 1Y | +102.5% | +5.6% | +97.0% | +95.8% |
| 3Y | +133.5% | +27.9% | +105.6% | +106.5% |
| 5Y | +367.0% | +22.7% | +344.2% | +303.4% |
| All | +367.0% | +20.0% | +347.0% | +303.4% |
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