+5.0%
SYK vs PFGC
+111.2%
-106.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -12.3% | -4.8% | -7.5% | -11.0% |
| 30D | -22.4% | -17.2% | -5.2% | -18.2% |
| 3M | -12.3% | -6.3% | -6.0% | -10.7% |
| 6M | -24.3% | +8.8% | -33.1% | -26.3% |
| YTD | -22.8% | +4.9% | -27.7% | -24.5% |
| 1Y | -28.8% | -9.5% | -19.3% | -27.3% |
| 3Y | -4.0% | +59.6% | -63.6% | -19.5% |
| All | +5.0% | +111.2% | -106.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 5y: compounded portfolio wealth divided by compounded PFGC 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…
5y analysis · Full analysis span regression · 6 months rolling