+13.4%
PG vs SYF
+77.7%
-64.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -0.8% | -4.9% | +4.1% | -0.5% |
| 30D | +0.8% | -4.3% | +5.1% | +1.1% |
| 3M | -1.3% | +5.5% | -6.9% | -1.7% |
| 6M | -3.8% | +17.5% | -21.3% | -4.6% |
| YTD | +3.6% | -7.8% | +11.4% | +3.8% |
| 1Y | -5.7% | +1.6% | -7.4% | -6.1% |
| 3Y | +1.6% | +154.8% | -153.2% | -7.5% |
| All | +13.4% | +77.7% | -64.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling