+111.5%
SYY vs PTC
+200.2%
-88.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.5% | -14.2% | +15.8% | +5.8% |
| 30D | -2.3% | -14.4% | +12.1% | +1.7% |
| 3M | +5.5% | -4.7% | +10.2% | +5.7% |
| 6M | -1.0% | -19.3% | +18.4% | +3.8% |
| YTD | +14.1% | -26.1% | +40.2% | +22.4% |
| 1Y | +5.6% | -37.1% | +42.6% | +18.7% |
| 3Y | +27.9% | -10.4% | +38.3% | +24.3% |
| 5Y | +22.7% | +2.5% | +20.3% | +10.8% |
| All | +111.5% | +200.2% | -88.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling