+655.4%
SYY vs PBR
+1,873.9%
-1,218.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -0.2% | +0.3% | -0.6% | -0.3% |
| 30D | -2.7% | +17.5% | -20.3% | -5.3% |
| 3M | +5.9% | +20.9% | -15.0% | +2.5% |
| 6M | -2.3% | +20.2% | -22.6% | -5.8% |
| YTD | +13.1% | +84.3% | -71.2% | +1.8% |
| 1Y | +3.8% | +77.1% | -73.4% | -6.2% |
| 3Y | +26.7% | +100.8% | -74.1% | +10.7% |
| 5Y | +19.4% | +556.1% | -536.7% | -16.4% |
| 10Y | +112.0% | +676.1% | -564.1% | +34.7% |
| All | +655.4% | +1,873.9% | -1,218.5% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling