-77.6%
PCG vs SYF
+221.7%
-299.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -1.6% | -2.1% | +0.5% | -0.9% |
| 30D | +1.4% | +2.5% | -1.1% | +0.5% |
| 3M | -23.4% | -6.3% | -17.1% | -21.9% |
| 6M | -19.4% | -1.5% | -17.9% | -19.6% |
| YTD | -18.5% | -10.5% | -8.0% | -16.8% |
| 1Y | -19.5% | +1.5% | -21.0% | -21.3% |
| 3Y | -21.0% | +163.3% | -184.3% | -46.9% |
| 5Y | +13.7% | +66.8% | -53.0% | -13.1% |
| All | -77.6% | +221.7% | -299.3% | -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