+224.0%
SYK vs PFGC
+396.6%
-172.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -12.3% | -4.8% | -7.5% | -11.2% |
| 30D | -22.4% | -17.2% | -5.2% | -18.6% |
| 3M | -12.3% | -6.3% | -6.0% | -10.9% |
| 6M | -24.3% | +8.8% | -33.1% | -26.2% |
| YTD | -22.8% | +4.9% | -27.7% | -24.3% |
| 1Y | -28.8% | -9.5% | -19.3% | -27.6% |
| 3Y | -4.0% | +59.6% | -63.6% | -16.9% |
| 5Y | +3.8% | +113.5% | -109.7% | -18.4% |
| 10Y | +172.8% | +292.8% | -120.0% | +75.3% |
| All | +224.0% | +396.6% | -172.6% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling