+26.3%
SYY vs PFGC
+61.7%
-35.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | -0.2% | -3.7% | +3.5% | +1.2% |
| 30D | -2.7% | -16.0% | +13.2% | +3.9% |
| 3M | +5.9% | -4.1% | +10.0% | +7.4% |
| 6M | -2.3% | +8.7% | -11.0% | -5.9% |
| YTD | +13.1% | +6.4% | +6.7% | +9.5% |
| 1Y | +3.8% | -8.4% | +12.1% | +6.3% |
| All | +26.3% | +61.7% | -35.4% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling