+1,158.7%
PSX vs SYY
+292.1%
+866.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.2% |
| 7D | +7.8% | +0.3% | +7.5% | +7.6% |
| 30D | -10.9% | -4.8% | -6.1% | -9.1% |
| 3M | +14.5% | -7.1% | +21.5% | +17.9% |
| 6M | +56.1% | +6.8% | +49.3% | +48.8% |
| YTD | +109.6% | +7.7% | +101.9% | +94.5% |
| 1Y | +95.5% | +5.7% | +89.8% | +83.2% |
| 3Y | +156.2% | +24.6% | +131.6% | +115.2% |
| 5Y | +310.0% | +15.6% | +294.4% | +247.9% |
| 10Y | +368.0% | +87.9% | +280.1% | +198.0% |
| All | +1,158.7% | +292.1% | +866.6% | +445.9% |
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