+76.3%
PFE vs SYF
+340.9%
-264.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +1.8% | +2.4% | -0.6% | +1.4% |
| 30D | +10.2% | +0.8% | +9.4% | +10.0% |
| 3M | +12.7% | +13.4% | -0.7% | +10.3% |
| 6M | +10.5% | +16.3% | -5.8% | +7.6% |
| YTD | +20.2% | -3.0% | +23.2% | +20.0% |
| 1Y | +24.1% | +5.7% | +18.4% | +22.0% |
| 3Y | -3.6% | +160.1% | -163.7% | -19.6% |
| 5Y | -20.9% | +88.5% | -109.4% | -32.0% |
| 10Y | +35.8% | +263.1% | -227.2% | -4.0% |
| All | +76.3% | +340.9% | -264.6% | +22.7% |
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