+167.6%
SYK vs PFG
+247.4%
-79.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -12.3% | -3.0% | -9.3% | -11.1% |
| 30D | -22.4% | +2.5% | -24.9% | -23.4% |
| 3M | -12.3% | +6.1% | -18.4% | -14.7% |
| 6M | -24.3% | +31.3% | -55.6% | -32.9% |
| YTD | -22.8% | +33.6% | -56.3% | -32.2% |
| 1Y | -28.8% | +48.5% | -77.3% | -40.6% |
| 3Y | -4.0% | +69.6% | -73.6% | -26.0% |
| 5Y | +3.8% | +111.5% | -107.6% | -29.3% |
| All | +167.6% | +247.4% | -79.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling