+15.3%
SYY vs PFG
+92.7%
-77.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.5% |
| 30D | -4.8% | +5.9% | -10.6% | -6.5% |
| 3M | -7.1% | -0.4% | -6.6% | -7.1% |
| 6M | +6.8% | +14.8% | -8.0% | +1.5% |
| YTD | +7.7% | +31.9% | -24.3% | -2.8% |
| 1Y | +5.7% | +38.8% | -33.1% | -6.5% |
| 3Y | +24.6% | +82.4% | -57.8% | -3.4% |
| All | +15.3% | +92.7% | -77.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling