+28.2%
PH vs SYF
+7.1%
+21.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | +2.4% | -5.5% | -3.8% |
| 30D | -3.2% | +0.8% | -4.1% | -3.6% |
| 3M | +10.6% | +13.4% | -2.8% | +5.9% |
| 6M | -2.1% | +16.3% | -18.5% | -7.3% |
| YTD | +10.2% | -3.0% | +13.2% | +8.5% |
| 1Y | +28.2% | +5.7% | +22.5% | +20.0% |
| All | +28.2% | +7.1% | +21.2% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling