+3,280.0%
PFE vs SYY
+4,458.5%
-1,178.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | +1.8% | -2.3% | +4.1% | +2.5% |
| 30D | +10.2% | -4.9% | +15.2% | +11.9% |
| 3M | +12.7% | +8.4% | +4.3% | +9.8% |
| 6M | +10.5% | -7.4% | +17.9% | +12.2% |
| YTD | +20.2% | +11.0% | +9.2% | +15.1% |
| 1Y | +24.1% | -0.2% | +24.3% | +22.7% |
| 3Y | -3.6% | +23.8% | -27.3% | -11.5% |
| 5Y | -20.9% | +18.1% | -39.0% | -27.7% |
| 10Y | +35.8% | +94.6% | -58.7% | -4.1% |
| All | +3,280.0% | +4,458.5% | -1,178.6% | +631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling