+293.0%
PCAR vs SYF
+218.0%
+75.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +2.9% | -4.7% | +7.6% | +4.6% |
| 30D | -2.1% | +0.6% | -2.7% | -2.4% |
| 3M | -20.4% | -6.8% | -13.5% | -18.6% |
| 6M | -7.0% | +0.5% | -7.5% | -7.6% |
| YTD | -2.6% | -11.1% | +8.5% | +0.4% |
| 1Y | +9.8% | +1.3% | +8.5% | +8.1% |
| 3Y | +37.3% | +164.6% | -127.4% | -4.8% |
| 5Y | +116.4% | +65.2% | +51.3% | +70.1% |
| 10Y | +293.0% | +204.6% | +88.4% | +132.2% |
| All | +293.0% | +218.0% | +75.0% | +132.2% |
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