+9.3%
SYY vs PR
+225.0%
-215.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.0% |
| 7D | -7.3% | -16.4% | +9.1% | -5.6% |
| 30D | +0.1% | -1.9% | +2.0% | +0.2% |
| 3M | -8.2% | +8.0% | -16.2% | -9.2% |
| 6M | +6.3% | +4.1% | +2.2% | +5.4% |
| YTD | +7.3% | +58.7% | -51.4% | +1.1% |
| 1Y | +8.5% | +75.8% | -67.4% | +1.0% |
| 3Y | +24.9% | +73.2% | -48.2% | +14.4% |
| All | +9.3% | +225.0% | -215.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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