+1,182.9%
PGR vs SYF
+326.7%
+856.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -2.7% | -1.3% | -1.3% | -2.4% |
| 30D | +0.7% | -1.1% | +1.8% | +0.8% |
| 3M | +7.7% | +7.4% | +0.3% | +5.9% |
| 6M | +4.3% | +16.2% | -11.9% | +0.8% |
| YTD | +0.7% | -6.1% | +6.9% | +1.1% |
| 1Y | -5.7% | +3.4% | -9.0% | -7.3% |
| 3Y | +73.7% | +162.9% | -89.2% | +37.0% |
| 5Y | +158.4% | +85.6% | +72.8% | +114.0% |
| 10Y | +810.5% | +262.7% | +547.8% | +501.8% |
| All | +1,182.9% | +326.7% | +856.2% | +736.3% |
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