+4,350.1%
SYY vs PNR
+3,485.2%
+864.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.6% |
| 7D | -0.2% | -3.9% | +3.6% | +0.8% |
| 30D | -2.7% | -13.8% | +11.1% | +0.9% |
| 3M | +5.9% | -22.5% | +28.4% | +12.4% |
| 6M | -2.3% | -37.2% | +34.8% | +9.2% |
| YTD | +13.1% | -44.2% | +57.3% | +29.9% |
| 1Y | +3.8% | -46.6% | +50.4% | +20.4% |
| 3Y | +26.7% | -12.5% | +39.2% | +27.4% |
| 5Y | +19.4% | -19.3% | +38.8% | +20.8% |
| 10Y | +112.0% | +67.5% | +44.5% | +77.5% |
| All | +4,350.1% | +3,485.2% | +864.9% | +2,206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling