+713.9%
PH vs SYF
+196.3%
+517.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.0% |
| 7D | +2.1% | -4.2% | +6.3% | +4.4% |
| 30D | +0.3% | -1.1% | +1.3% | +0.7% |
| 3M | -8.8% | -7.9% | -0.9% | -5.2% |
| 6M | +10.0% | -1.1% | +11.1% | +9.4% |
| YTD | +10.5% | -12.6% | +23.1% | +16.0% |
| 1Y | +15.5% | -2.4% | +17.9% | +14.2% |
| 3Y | +136.4% | +156.6% | -20.3% | +34.8% |
| 5Y | +213.6% | +61.9% | +151.7% | +119.4% |
| 10Y | +713.9% | +186.5% | +527.5% | +263.6% |
| All | +713.9% | +196.3% | +517.6% | +263.6% |
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