+111.5%
SYY vs PFG
+247.4%
-135.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +1.5% | -3.0% | +4.5% | +3.1% |
| 30D | -2.3% | +2.5% | -4.8% | -3.8% |
| 3M | +5.5% | +6.1% | -0.6% | +1.8% |
| 6M | -1.0% | +31.3% | -32.3% | -14.6% |
| YTD | +14.1% | +33.6% | -19.4% | -3.0% |
| 1Y | +5.6% | +48.5% | -43.0% | -15.6% |
| 3Y | +27.9% | +69.6% | -41.7% | -7.9% |
| 5Y | +22.7% | +111.5% | -88.7% | -25.6% |
| All | +111.5% | +247.4% | -135.9% | -14.6% |
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