+253.6%
PH vs SYF
+89.0%
+164.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | +2.4% | -5.5% | -4.1% |
| 30D | -3.2% | +0.8% | -4.1% | -3.7% |
| 3M | +10.6% | +13.4% | -2.8% | +3.6% |
| 6M | -2.1% | +16.3% | -18.5% | -9.7% |
| YTD | +10.2% | -3.0% | +13.2% | +10.0% |
| 1Y | +28.2% | +5.7% | +22.5% | +22.2% |
| 3Y | +134.9% | +160.1% | -25.2% | +42.1% |
| All | +253.6% | +89.0% | +164.7% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling