-66.6%
PCG vs SYF
+299.1%
-365.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.2% | -3.6% | +1.3% | -1.2% |
| 30D | -0.5% | -1.7% | +1.3% | 0.0% |
| 3M | -24.0% | -7.8% | -16.2% | -22.2% |
| 6M | -18.6% | +3.4% | -22.0% | -19.9% |
| YTD | -17.7% | -12.2% | -5.5% | -15.6% |
| 1Y | -20.0% | -1.6% | -18.4% | -20.9% |
| 3Y | -20.2% | +157.8% | -178.0% | -44.1% |
| 5Y | +8.4% | +61.9% | -53.5% | -14.6% |
| 10Y | -76.4% | +180.0% | -256.4% | -86.4% |
| All | -66.6% | +299.1% | -365.7% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling