-7.2%
PG vs SYK
-28.8%
+21.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | -2.7% | -12.3% | +9.6% | -0.4% |
| 30D | -1.5% | -22.4% | +20.9% | +3.2% |
| 3M | -3.4% | -12.3% | +9.0% | -1.6% |
| 6M | -7.0% | -24.3% | +17.3% | -2.5% |
| YTD | +2.0% | -22.8% | +24.7% | +6.5% |
| All | -7.2% | -28.8% | +21.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling