+122.7%
SYY vs PR
+169.5%
-46.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -2.3% | +2.9% | -5.2% | -2.6% |
| 30D | -4.9% | +18.0% | -23.0% | -6.7% |
| 3M | +8.4% | +16.9% | -8.5% | +6.3% |
| 6M | -7.4% | +28.2% | -35.6% | -10.3% |
| YTD | +11.0% | +69.3% | -58.3% | +4.2% |
| 1Y | -0.2% | +69.5% | -69.7% | -6.5% |
| 3Y | +23.8% | +81.7% | -57.9% | +13.3% |
| 5Y | +18.1% | +422.2% | -404.1% | -7.3% |
| 10Y | +94.6% | +110.4% | -15.8% | +11.0% |
| All | +122.7% | +169.5% | -46.8% | +20.7% |
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 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