+17.8%
PFE vs SYY
+26.4%
-8.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | -4.7% | -4.1% | -0.6% | -4.0% |
| 30D | +3.4% | +0.3% | +3.1% | +3.3% |
| 3M | +9.2% | -6.3% | +15.6% | +10.5% |
| 6M | +15.8% | +9.7% | +6.1% | +13.5% |
| YTD | +23.4% | +9.4% | +14.0% | +19.2% |
| 1Y | +25.8% | +7.3% | +18.5% | +22.2% |
| 3Y | +17.8% | +27.6% | -9.8% | +8.5% |
| All | +17.8% | +26.4% | -8.6% | +8.5% |
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