+86.7%
SYY vs PFG
+184.0%
-97.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.3% | +2.4% | -2.1% | -0.9% |
| 30D | -4.8% | +5.9% | -10.6% | -7.5% |
| 3M | -7.1% | -0.4% | -6.6% | -7.3% |
| 6M | +6.8% | +14.8% | -8.0% | -1.4% |
| YTD | +7.7% | +31.9% | -24.3% | -8.1% |
| 1Y | +5.7% | +38.8% | -33.1% | -12.4% |
| 3Y | +24.6% | +82.4% | -57.8% | -14.0% |
| 5Y | +15.6% | +94.7% | -79.1% | -26.4% |
| All | +86.7% | +184.0% | -97.3% | -16.8% |
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