+50.7%
PFE vs SYY
+87.3%
-36.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +5.2% | -2.2% | +7.4% | +5.6% |
| 3M | +12.2% | -8.0% | +20.3% | +13.9% |
| 6M | +17.8% | +7.5% | +10.3% | +15.9% |
| YTD | +26.2% | +7.4% | +18.8% | +23.4% |
| 1Y | +23.2% | +4.9% | +18.3% | +21.0% |
| 3Y | +21.3% | +24.1% | -2.8% | +14.8% |
| 5Y | -23.1% | +13.4% | -36.5% | -26.5% |
| 10Y | +50.7% | +87.5% | -36.8% | +33.8% |
| All | +50.7% | +87.3% | -36.6% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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