+668.5%
PBR vs SYF
+255.8%
+412.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +3.2% |
| 7D | +4.2% | -5.5% | +9.8% | +6.7% |
| 30D | +22.7% | -3.9% | +26.6% | +24.4% |
| 3M | +21.5% | +8.9% | +12.6% | +15.5% |
| 6M | +24.0% | +16.2% | +7.8% | +13.4% |
| YTD | +88.2% | -8.4% | +96.7% | +89.1% |
| 1Y | +74.8% | +2.6% | +72.2% | +65.5% |
| 3Y | +105.1% | +156.4% | -51.2% | +14.7% |
| 5Y | +572.2% | +78.2% | +494.1% | +325.3% |
| All | +668.5% | +255.8% | +412.7% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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