+3,372.6%
PFE vs SYY
+4,395.2%
-1,022.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | -4.7% | -4.1% | -0.6% | -3.6% |
| 30D | +3.4% | +0.3% | +3.1% | +3.1% |
| 3M | +9.2% | -6.3% | +15.6% | +11.1% |
| 6M | +15.8% | +9.7% | +6.1% | +12.2% |
| YTD | +23.4% | +9.4% | +14.0% | +18.5% |
| 1Y | +25.8% | +7.3% | +18.5% | +21.5% |
| 3Y | +17.8% | +27.6% | -9.8% | +6.9% |
| 5Y | -20.2% | +12.5% | -32.7% | -26.1% |
| 10Y | +49.6% | +87.4% | -37.8% | +7.0% |
| All | +3,372.6% | +4,395.2% | -1,022.6% | +653.0% |
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