+3.8%
SYY vs PTC
-39.6%
+43.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.4% | +2.1% |
| 7D | -0.2% | -13.6% | +13.3% | -0.4% |
| 30D | -2.7% | -14.7% | +11.9% | -2.9% |
| 3M | +5.9% | -5.9% | +11.8% | +5.2% |
| 6M | -2.3% | -21.1% | +18.8% | -2.8% |
| YTD | +13.1% | -26.0% | +39.1% | +13.6% |
| 1Y | +3.8% | -36.8% | +40.6% | +5.4% |
| All | +3.8% | -39.6% | +43.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling