+20.8%
PFE vs SYF
+157.3%
-136.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -2.1% | -3.3% | +1.1% | -1.8% |
| 30D | +3.1% | -2.2% | +5.3% | +3.3% |
| 3M | +11.2% | -9.3% | +20.5% | +12.1% |
| 6M | +15.0% | +2.1% | +13.0% | +14.5% |
| YTD | +23.5% | -12.6% | +36.2% | +24.6% |
| 1Y | +18.9% | -3.4% | +22.4% | +18.6% |
| All | +20.8% | +157.3% | -136.5% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling