-19.1%
PCG vs SYF
-1.0%
-18.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -0.5% | -4.2% | +3.7% | 0.0% |
| 30D | +0.8% | -1.1% | +1.8% | +0.9% |
| 3M | -22.0% | -7.9% | -14.2% | -21.4% |
| 6M | -17.1% | -1.1% | -16.0% | -16.7% |
| YTD | -16.9% | -12.6% | -4.3% | -15.7% |
| 1Y | -19.1% | -2.4% | -16.7% | -17.9% |
| All | -19.1% | -1.0% | -18.0% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling