+15.3%
SYY vs PFGC
+138.1%
-122.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +0.3% | +3.4% | -3.1% | -1.2% |
| 30D | -4.8% | +16.9% | -21.7% | -11.3% |
| 3M | -7.1% | +6.4% | -13.5% | -9.9% |
| 6M | +6.8% | +16.0% | -9.2% | -0.6% |
| YTD | +7.7% | +23.6% | -16.0% | -3.3% |
| 1Y | +5.7% | +16.6% | -10.9% | -2.6% |
| 3Y | +24.6% | +82.3% | -57.7% | -9.0% |
| All | +15.3% | +138.1% | -122.8% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling