-76.5%
PCG vs SYF
+176.2%
-252.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.0% | -3.3% | +1.3% | -1.0% |
| 30D | -2.7% | -2.2% | -0.5% | -2.1% |
| 3M | -25.1% | -9.3% | -15.7% | -22.8% |
| 6M | -22.3% | +2.1% | -24.4% | -23.3% |
| YTD | -18.5% | -12.6% | -5.9% | -16.1% |
| 1Y | -21.8% | -3.4% | -18.4% | -22.3% |
| 3Y | -21.0% | +156.5% | -177.5% | -46.7% |
| 5Y | +8.1% | +59.6% | -51.5% | -16.5% |
| All | -76.5% | +176.2% | -252.7% | -87.2% |
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