+50.7%
PFE vs SYF
+189.2%
-138.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.0% | -3.6% | +0.6% | -2.5% |
| 30D | +5.2% | -1.7% | +6.9% | +5.4% |
| 3M | +12.2% | -7.8% | +20.0% | +13.4% |
| 6M | +17.8% | +3.4% | +14.4% | +16.8% |
| YTD | +26.2% | -12.2% | +38.4% | +27.7% |
| 1Y | +23.2% | -1.6% | +24.7% | +22.5% |
| 3Y | +21.3% | +157.8% | -136.5% | +2.2% |
| 5Y | -23.1% | +61.9% | -85.0% | -31.7% |
| 10Y | +50.7% | +180.0% | -129.3% | +20.2% |
| All | +50.7% | +189.2% | -138.5% | +20.2% |
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 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