+32.8%
PFE vs SYY
+116.5%
-83.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -2.6% | +3.9% | -6.5% | -3.3% |
| 30D | +5.4% | -1.7% | +7.1% | +5.7% |
| 3M | +7.8% | +5.2% | +2.6% | +6.6% |
| 6M | +5.0% | -0.2% | +5.2% | +4.5% |
| YTD | +17.1% | +15.4% | +1.7% | +13.1% |
| 1Y | +19.3% | +5.6% | +13.7% | +17.2% |
| 3Y | -0.9% | +28.9% | -29.8% | -6.9% |
| 5Y | -20.8% | +24.1% | -44.8% | -25.5% |
| All | +32.8% | +116.5% | -83.7% | +16.8% |
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