+15.3%
SYY vs PR
+273.3%
-258.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +0.3% | +6.0% | -5.7% | -0.3% |
| 30D | -4.8% | -4.2% | -0.6% | -4.5% |
| 3M | -7.1% | +10.0% | -17.0% | -8.2% |
| 6M | +6.8% | +15.6% | -8.8% | +4.8% |
| YTD | +7.7% | +68.2% | -60.5% | +0.9% |
| 1Y | +5.7% | +79.2% | -73.5% | -1.7% |
| 3Y | +24.6% | +94.9% | -70.4% | +12.7% |
| All | +15.3% | +273.3% | -258.0% | -9.7% |
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