-1.6%
PFE vs SYY
+25.4%
-27.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -2.7% | -2.8% | +0.1% | -2.1% |
| 30D | +3.8% | -5.3% | +9.1% | +4.9% |
| 3M | +10.4% | +5.1% | +5.3% | +9.1% |
| 6M | +6.3% | -5.0% | +11.3% | +7.0% |
| YTD | +17.4% | +10.7% | +6.7% | +13.1% |
| 1Y | +21.1% | +0.7% | +20.5% | +19.8% |
| 3Y | -1.6% | +24.0% | -25.6% | -10.2% |
| All | -1.6% | +25.4% | -27.0% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling