+113.8%
SYY vs PNR
+66.2%
+47.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.9% | -6.0% | +10.0% | +6.7% |
| 30D | -1.7% | -14.0% | +12.2% | +4.6% |
| 3M | +5.2% | -21.7% | +26.9% | +15.5% |
| 6M | -0.2% | -37.3% | +37.1% | +20.2% |
| YTD | +15.4% | -45.1% | +60.5% | +46.5% |
| 1Y | +5.6% | -49.1% | +54.7% | +38.4% |
| 3Y | +28.9% | -14.8% | +43.7% | +27.3% |
| 5Y | +24.1% | -21.0% | +45.1% | +24.6% |
| All | +113.8% | +66.2% | +47.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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