+87.5%
SYY vs PENG
+762.7%
-675.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.9% |
| 7D | -2.3% | +4.5% | -6.9% | -2.8% |
| 30D | -4.9% | -7.1% | +2.2% | -4.4% |
| 3M | +8.4% | -27.3% | +35.6% | +9.7% |
| 6M | -7.4% | +169.6% | -176.9% | -21.1% |
| YTD | +11.0% | +164.6% | -153.6% | -5.5% |
| 1Y | -0.2% | +109.5% | -109.7% | -13.1% |
| 3Y | +23.8% | +98.9% | -75.2% | +1.6% |
| 5Y | +18.1% | +116.3% | -98.1% | -7.7% |
| All | +87.5% | +762.7% | -675.2% | +29.6% |
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