+811.9%
PGR vs SYF
+258.4%
+553.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.5% |
| 7D | -0.6% | -4.9% | +4.3% | +0.3% |
| 30D | +4.9% | -4.3% | +9.2% | +5.7% |
| 3M | +7.6% | +5.5% | +2.1% | +6.3% |
| 6M | +8.3% | +17.5% | -9.3% | +4.5% |
| YTD | +1.7% | -7.8% | +9.5% | +2.4% |
| 1Y | -6.8% | +1.6% | -8.5% | -8.2% |
| 3Y | +73.4% | +154.8% | -81.4% | +38.4% |
| 5Y | +161.2% | +79.5% | +81.7% | +118.8% |
| All | +811.9% | +258.4% | +553.5% | +524.7% |
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 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