+4,390.4%
SYY vs PPG
+2,572.2%
+1,818.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.6% |
| 7D | +1.5% | -5.1% | +6.7% | +3.5% |
| 30D | -2.3% | -9.6% | +7.3% | +1.3% |
| 3M | +5.5% | -6.4% | +11.9% | +7.6% |
| 6M | -1.0% | +0.5% | -1.5% | -2.3% |
| YTD | +14.1% | +4.4% | +9.7% | +10.5% |
| 1Y | +5.6% | -0.9% | +6.5% | +4.1% |
| 3Y | +27.9% | -17.0% | +44.8% | +32.7% |
| 5Y | +22.7% | -23.7% | +46.4% | +28.9% |
| 10Y | +113.9% | +25.9% | +88.0% | +86.3% |
| All | +4,390.4% | +2,572.2% | +1,818.2% | +1,266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling