+117.5%
SYY vs PR
+152.2%
-34.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +4.7% | -9.5% | +14.2% | +5.8% |
| 30D | -0.7% | -5.7% | +5.0% | -0.1% |
| 3M | -6.8% | +3.0% | -9.8% | -7.3% |
| 6M | +8.6% | +11.8% | -3.2% | +6.9% |
| YTD | +8.4% | +58.5% | -50.1% | +2.3% |
| 1Y | +7.1% | +69.9% | -62.8% | +0.3% |
| 3Y | +25.2% | +84.9% | -59.7% | +14.4% |
| 5Y | +13.0% | +246.4% | -233.5% | -7.2% |
| 10Y | +88.9% | +70.3% | +18.6% | +9.0% |
| All | +117.5% | +152.2% | -34.7% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling