+4,127.4%
SYY vs PTC
+8,866.4%
-4,739.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -2.2% | +0.9% | -3.1% | -2.3% |
| 3M | -8.0% | +30.4% | -38.4% | -11.4% |
| 6M | +7.5% | +34.4% | -26.9% | +2.9% |
| YTD | +7.4% | +12.6% | -5.2% | +4.6% |
| 1Y | +4.9% | +10.2% | -5.3% | +2.4% |
| 3Y | +24.1% | +29.4% | -5.3% | +18.0% |
| 5Y | +13.4% | +63.7% | -50.4% | +4.4% |
| 10Y | +87.5% | +316.9% | -229.3% | +54.9% |
| All | +4,127.4% | +8,866.4% | -4,739.0% | +1,649.0% |
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