+49.6%
PFE vs SYF
+218.0%
-168.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.7% | -4.7% | 0.0% | -4.0% |
| 30D | +3.4% | +0.6% | +2.8% | +3.2% |
| 3M | +9.2% | -6.8% | +16.1% | +10.2% |
| 6M | +15.8% | +0.5% | +15.3% | +15.3% |
| YTD | +23.4% | -11.1% | +34.6% | +24.7% |
| 1Y | +25.8% | +1.3% | +24.5% | +24.6% |
| 3Y | +17.8% | +164.6% | -146.8% | -1.1% |
| 5Y | -20.2% | +65.2% | -85.4% | -29.3% |
| 10Y | +49.6% | +204.6% | -155.0% | +14.1% |
| All | +49.6% | +218.0% | -168.4% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling