-63.7%
PCG vs SYF
+340.9%
-404.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.0% |
| 3M | -14.7% | +13.4% | -28.1% | -18.1% |
| 6M | -23.8% | +16.3% | -40.2% | -27.6% |
| YTD | -10.5% | -3.0% | -7.5% | -10.7% |
| 1Y | -5.1% | +5.7% | -10.8% | -8.1% |
| 3Y | -11.6% | +160.1% | -171.7% | -38.2% |
| 5Y | +59.0% | +88.5% | -29.5% | +19.4% |
| 10Y | -75.7% | +263.1% | -338.8% | -86.5% |
| All | -63.7% | +340.9% | -404.6% | -81.2% |
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