+396.6%
PFGC vs SNY
+40.3%
+356.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.8% | -3.6% | -1.2% | -3.7% |
| 30D | -17.2% | -1.9% | -15.3% | -16.7% |
| 3M | -6.3% | -2.0% | -4.4% | -5.9% |
| 6M | +8.8% | +2.5% | +6.3% | +7.6% |
| YTD | +4.9% | -7.0% | +11.9% | +6.8% |
| 1Y | -9.5% | -4.4% | -5.1% | -9.1% |
| 3Y | +59.6% | -8.4% | +68.0% | +57.0% |
| 5Y | +113.5% | +9.5% | +104.0% | +89.3% |
| 10Y | +292.8% | +64.3% | +228.5% | +198.4% |
| All | +396.6% | +40.3% | +356.3% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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