+23.6%
SYY vs PFGC
+110.3%
-86.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +3.9% | -4.8% | +8.7% | +6.2% |
| 30D | -1.7% | -12.5% | +10.8% | +4.1% |
| 3M | +5.2% | -9.7% | +14.9% | +9.7% |
| 6M | -0.2% | +7.0% | -7.2% | -3.9% |
| YTD | +15.4% | +4.5% | +10.9% | +11.9% |
| 1Y | +5.6% | -11.6% | +17.2% | +10.2% |
| 3Y | +28.9% | +58.5% | -29.6% | +0.4% |
| All | +23.6% | +110.3% | -86.7% | -17.8% |
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