+134.5%
PH vs SYF
+159.4%
-24.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.4% |
| 7D | +4.3% | -2.0% | +6.4% | +5.3% |
| 30D | +0.1% | +1.2% | -1.1% | -0.5% |
| 3M | -9.4% | -9.4% | 0.0% | -5.4% |
| 6M | +8.8% | +4.4% | +4.3% | +5.5% |
| YTD | +9.6% | -11.9% | +21.5% | +14.3% |
| 1Y | +14.4% | -0.4% | +14.9% | +11.9% |
| 3Y | +134.5% | +159.6% | -25.0% | +65.3% |
| All | +134.5% | +159.4% | -24.9% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling