+82.1%
PFE vs SYF
+306.8%
-224.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.7% | -2.1% | -1.6% | -3.4% |
| 30D | +5.0% | +2.5% | +2.4% | +4.5% |
| 3M | +12.2% | -6.3% | +18.4% | +13.2% |
| 6M | +14.6% | -1.5% | +16.0% | +14.4% |
| YTD | +24.1% | -10.5% | +34.6% | +25.4% |
| 1Y | +26.6% | +1.5% | +25.1% | +25.3% |
| 3Y | +14.3% | +163.3% | -149.0% | -5.0% |
| 5Y | -21.9% | +66.8% | -88.7% | -31.5% |
| 10Y | +62.6% | +228.5% | -165.9% | +16.8% |
| All | +82.1% | +306.8% | -224.7% | +28.2% |
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 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