+3.3%
PEP vs SYF
+65.9%
-62.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +6.7% | -3.8% | +10.4% | +6.9% |
| 30D | +13.5% | +2.6% | +10.9% | +13.3% |
| 3M | +3.9% | -6.5% | +10.5% | +4.3% |
| 6M | -6.0% | +0.8% | -6.8% | -6.1% |
| YTD | +2.5% | -10.1% | +12.6% | +2.9% |
| 1Y | +3.9% | +0.8% | +3.1% | +3.5% |
| 3Y | -4.7% | +158.8% | -163.5% | -14.9% |
| All | +3.3% | +65.9% | -62.6% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling