+19.4%
SYY vs PENG
+116.9%
-97.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.2% |
| 7D | -0.2% | +7.3% | -7.5% | -0.6% |
| 30D | -2.7% | -7.5% | +4.7% | -2.5% |
| 3M | +5.9% | -17.2% | +23.1% | +5.9% |
| 6M | -2.3% | +176.7% | -179.1% | -11.6% |
| YTD | +13.1% | +161.0% | -147.9% | +2.5% |
| 1Y | +3.8% | +108.8% | -105.1% | -4.7% |
| 3Y | +26.7% | +109.8% | -83.0% | +11.2% |
| 5Y | +19.4% | +111.7% | -92.3% | +7.5% |
| All | +19.4% | +116.9% | -97.5% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling