+113.8%
SYY vs PFGC
+292.9%
-179.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +3.9% | -4.8% | +8.7% | +6.3% |
| 30D | -1.7% | -12.5% | +10.8% | +4.6% |
| 3M | +5.2% | -9.7% | +14.9% | +10.1% |
| 6M | -0.2% | +7.0% | -7.2% | -4.2% |
| YTD | +15.4% | +4.5% | +10.9% | +11.6% |
| 1Y | +5.6% | -11.6% | +17.2% | +10.4% |
| 3Y | +28.9% | +58.5% | -29.6% | -0.5% |
| 5Y | +24.1% | +112.6% | -88.5% | -19.9% |
| All | +113.8% | +292.9% | -179.0% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling