+10.9%
SYY vs PCOR
-10.3%
+21.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | -7.3% | +22.7% | -30.0% | -8.9% |
| 30D | +0.1% | +37.5% | -37.4% | -2.5% |
| 3M | -8.2% | +35.2% | -43.4% | -10.7% |
| 6M | +6.3% | +42.2% | -36.0% | +2.7% |
| YTD | +7.3% | +3.6% | +3.8% | +6.3% |
| 1Y | +8.5% | -4.8% | +13.2% | +8.3% |
| 3Y | +24.9% | +48.3% | -23.4% | +15.6% |
| 5Y | +8.0% | -20.1% | +28.1% | -0.6% |
| All | +10.9% | -10.3% | +21.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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