+11.7%
SYY vs PL
+84.9%
-73.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -2.3% | -9.3% | +7.0% | -2.0% |
| 30D | -4.9% | -18.9% | +14.0% | -4.2% |
| 3M | +8.4% | -58.4% | +66.8% | +11.6% |
| 6M | -7.4% | -30.3% | +23.0% | -7.2% |
| YTD | +11.0% | -8.1% | +19.1% | +9.8% |
| 1Y | -0.2% | +180.5% | -180.7% | -6.6% |
| 3Y | +23.8% | +444.1% | -420.4% | +7.5% |
| 5Y | +18.1% | +83.0% | -64.9% | +6.7% |
| All | +11.7% | +84.9% | -73.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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