+4,267.1%
SYY vs PTC
+6,346.6%
-2,079.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | -0.6% |
| 7D | -2.3% | -10.3% | +8.0% | -1.1% |
| 30D | -4.9% | +1.1% | -6.1% | -5.2% |
| 3M | +8.4% | +1.6% | +6.8% | +7.8% |
| 6M | -7.4% | -13.5% | +6.1% | -6.3% |
| YTD | +11.0% | -19.1% | +30.0% | +12.9% |
| 1Y | -0.2% | -33.9% | +33.6% | +3.8% |
| 3Y | +23.8% | -3.9% | +27.7% | +22.5% |
| 5Y | +18.1% | +6.0% | +12.1% | +14.8% |
| 10Y | +94.6% | +223.7% | -129.1% | +66.7% |
| All | +4,267.1% | +6,346.6% | -2,079.5% | +1,787.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling