+31.8%
PCAR vs SYF
+158.5%
-126.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | -4.6% | +2.5% | -7.1% | -5.5% |
| 3M | -22.6% | -6.3% | -16.3% | -20.9% |
| 6M | -12.0% | -1.5% | -10.5% | -12.0% |
| YTD | -6.1% | -10.5% | +4.4% | -3.3% |
| 1Y | +6.3% | +1.5% | +4.8% | +4.3% |
| 3Y | +31.8% | +163.3% | -131.5% | +3.4% |
| All | +31.8% | +158.5% | -126.7% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling