+113.8%
SYY vs PBR
+697.0%
-583.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +3.9% | +5.4% | -1.4% | +2.7% |
| 30D | -1.7% | +22.9% | -24.6% | -6.5% |
| 3M | +5.2% | +19.6% | -14.5% | +0.4% |
| 6M | -0.2% | +16.5% | -16.7% | -4.7% |
| YTD | +15.4% | +86.7% | -71.3% | -2.1% |
| 1Y | +5.6% | +74.7% | -69.1% | -9.2% |
| 3Y | +28.9% | +102.6% | -73.7% | +4.0% |
| 5Y | +24.1% | +566.6% | -542.5% | -32.3% |
| All | +113.8% | +697.0% | -583.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling