+81.3%
SYY vs PENG
+597.2%
-515.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | +1.0% |
| 7D | -7.3% | -19.4% | +12.2% | -5.9% |
| 30D | +0.1% | -42.4% | +42.5% | +4.5% |
| 3M | -8.2% | -25.6% | +17.4% | -7.2% |
| 6M | +6.3% | +7.3% | -1.0% | -0.1% |
| YTD | +7.3% | +113.9% | -106.5% | -8.2% |
| 1Y | +8.5% | +93.6% | -85.1% | -6.4% |
| 3Y | +24.9% | +170.2% | -145.3% | -2.4% |
| 5Y | +8.0% | +44.2% | -36.2% | -12.2% |
| All | +81.3% | +597.2% | -515.9% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling