-76.0%
PCG vs SYF
+267.3%
-343.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | +2.4% | -16.3% | -14.4% |
| 30D | -16.9% | +0.8% | -17.7% | -17.1% |
| 3M | -14.7% | +13.4% | -28.1% | -18.3% |
| 6M | -23.8% | +16.3% | -40.2% | -27.9% |
| YTD | -10.5% | -3.0% | -7.5% | -10.7% |
| 1Y | -5.1% | +5.7% | -10.8% | -8.3% |
| 3Y | -11.6% | +160.1% | -171.7% | -40.1% |
| 5Y | +59.0% | +88.5% | -29.5% | +16.5% |
| All | -76.0% | +267.3% | -343.2% | -87.1% |
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