+48.8%
PFE vs SYY
+88.7%
-39.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +0.3% | -4.8% | +5.1% | +1.2% |
| 3M | +9.4% | -7.1% | +16.4% | +10.8% |
| 6M | +14.9% | +6.8% | +8.1% | +13.2% |
| YTD | +23.8% | +7.7% | +16.1% | +21.0% |
| 1Y | +19.5% | +5.7% | +13.8% | +17.3% |
| 3Y | +21.0% | +24.6% | -3.5% | +14.4% |
| 5Y | -23.9% | +15.6% | -39.5% | -27.5% |
| All | +48.8% | +88.7% | -39.9% | +31.9% |
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