-76.7%
PCG vs SYF
+219.4%
-296.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -1.1% | -4.3% | +3.2% | +0.3% |
| 30D | +0.1% | +1.0% | -1.0% | -0.3% |
| 3M | -24.4% | -6.4% | -18.0% | -22.9% |
| 6M | -17.7% | +1.0% | -18.7% | -18.5% |
| YTD | -17.4% | -10.7% | -6.7% | -15.6% |
| 1Y | -19.4% | +1.8% | -21.1% | -21.2% |
| 3Y | -18.6% | +165.8% | -184.4% | -45.6% |
| 5Y | +10.2% | +65.9% | -55.7% | -15.8% |
| 10Y | -76.7% | +206.0% | -282.7% | -86.8% |
| All | -76.7% | +219.4% | -296.1% | -86.8% |
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