-7.2%
SYK vs PFG
+68.8%
-76.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -12.3% | -3.0% | -9.3% | -11.4% |
| 30D | -22.4% | +2.5% | -24.9% | -23.1% |
| 3M | -12.3% | +6.1% | -18.4% | -14.1% |
| 6M | -24.3% | +31.3% | -55.6% | -30.8% |
| YTD | -22.8% | +33.6% | -56.3% | -30.0% |
| 1Y | -28.8% | +48.5% | -77.3% | -37.9% |
| All | -7.2% | +68.8% | -76.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling