+367.2%
PCAR vs SYF
+340.9%
+26.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | -6.2% | +0.8% | -7.1% | -6.6% |
| 3M | +5.9% | +13.4% | -7.5% | +1.0% |
| 6M | +0.4% | +16.3% | -15.9% | -5.2% |
| YTD | +14.8% | -3.0% | +17.8% | +15.0% |
| 1Y | +30.1% | +5.7% | +24.4% | +26.2% |
| 3Y | +66.7% | +160.1% | -93.5% | +15.0% |
| 5Y | +166.1% | +88.5% | +77.6% | +98.4% |
| 10Y | +353.7% | +263.1% | +90.6% | +139.2% |
| All | +367.2% | +340.9% | +26.3% | +129.4% |
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 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