+575.8%
PBR vs SYF
+178.4%
+397.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.2% |
| 30D | -29.3% | +1.2% | -30.5% | -29.9% |
| 3M | +5.5% | -9.4% | +14.9% | +9.1% |
| 6M | -2.9% | +4.4% | -7.3% | -6.8% |
| YTD | +61.5% | -11.9% | +73.4% | +64.1% |
| 1Y | +46.9% | -0.4% | +47.3% | +40.5% |
| 3Y | +66.4% | +159.6% | -93.1% | -8.7% |
| 5Y | +460.3% | +60.9% | +399.4% | +271.8% |
| All | +575.8% | +178.4% | +397.3% | +189.0% |
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