+345.1%
PBR vs SYF
+340.9%
+4.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +8.6% | +2.4% | +6.2% | +7.4% |
| 30D | +12.8% | +0.8% | +12.0% | +12.1% |
| 3M | +14.7% | +13.4% | +1.3% | +6.9% |
| 6M | +25.2% | +16.3% | +8.8% | +14.1% |
| YTD | +77.1% | -3.0% | +80.2% | +73.6% |
| 1Y | +69.6% | +5.7% | +63.8% | +58.4% |
| 3Y | +95.6% | +160.1% | -64.5% | +7.3% |
| 5Y | +501.8% | +88.5% | +413.2% | +265.8% |
| 10Y | +640.6% | +263.1% | +377.5% | +163.4% |
| All | +345.1% | +340.9% | +4.2% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling