+23.6%
SYY vs PPG
-24.1%
+47.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +3.9% | -6.2% | +10.2% | +6.2% |
| 30D | -1.7% | -7.9% | +6.2% | +0.9% |
| 3M | +5.2% | -10.2% | +15.4% | +8.6% |
| 6M | -0.2% | +2.7% | -2.9% | -2.3% |
| YTD | +15.4% | +4.9% | +10.5% | +11.5% |
| 1Y | +5.6% | -3.2% | +8.8% | +5.0% |
| 3Y | +28.9% | -17.0% | +45.9% | +33.8% |
| All | +23.6% | -24.1% | +47.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling