+127.0%
PEP vs SYF
+340.9%
-213.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.4% | +2.4% | -3.8% | -1.7% |
| 30D | +0.2% | +0.8% | -0.6% | +0.1% |
| 3M | -1.1% | +13.4% | -14.5% | -3.0% |
| 6M | -13.5% | +16.3% | -29.8% | -15.5% |
| YTD | -1.2% | -3.0% | +1.8% | -1.3% |
| 1Y | -1.6% | +5.7% | -7.3% | -3.1% |
| 3Y | -12.5% | +160.1% | -172.6% | -26.9% |
| 5Y | +3.0% | +88.5% | -85.5% | -11.1% |
| 10Y | +73.9% | +263.1% | -189.2% | +22.9% |
| All | +127.0% | +340.9% | -213.9% | +62.5% |
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