+521.0%
SYY vs PFG
+1,015.3%
-494.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.9% |
| 7D | -2.3% | +5.5% | -7.8% | -3.7% |
| 30D | -4.9% | +2.4% | -7.3% | -5.6% |
| 3M | +8.4% | +13.6% | -5.2% | +4.7% |
| 6M | -7.4% | +27.9% | -35.2% | -13.3% |
| YTD | +11.0% | +35.6% | -24.6% | +2.1% |
| 1Y | -0.2% | +48.5% | -48.7% | -10.6% |
| 3Y | +23.8% | +66.9% | -43.1% | +6.6% |
| 5Y | +18.1% | +111.0% | -92.8% | -5.1% |
| 10Y | +94.6% | +244.5% | -149.9% | +37.5% |
| All | +521.0% | +1,015.3% | -494.3% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling