+81.5%
SYY vs PENG
+720.8%
-639.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.2% | -1.9% |
| 7D | 0.0% | +1.9% | -1.9% | -0.6% |
| 30D | -2.2% | -37.8% | +35.5% | +1.3% |
| 3M | -8.0% | -14.1% | +6.1% | -8.3% |
| 6M | +7.5% | +13.1% | -5.6% | +0.9% |
| YTD | +7.4% | +151.8% | -144.4% | -9.6% |
| 1Y | +4.9% | +136.0% | -131.1% | -11.3% |
| 3Y | +24.1% | +217.9% | -193.9% | -4.6% |
| 5Y | +13.4% | +64.1% | -50.7% | -8.8% |
| All | +81.5% | +720.8% | -639.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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