+196.7%
PH vs SYF
+65.2%
+131.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +2.0% | -2.1% | +4.1% | +3.0% |
| 30D | -3.7% | +2.5% | -6.2% | -4.9% |
| 3M | -14.0% | -6.3% | -7.8% | -11.6% |
| 6M | +2.1% | -1.5% | +3.6% | +1.8% |
| YTD | +5.1% | -10.5% | +15.6% | +8.8% |
| 1Y | +10.9% | +1.5% | +9.4% | +7.7% |
| 3Y | +132.9% | +163.3% | -30.3% | +39.5% |
| All | +196.7% | +65.2% | +131.5% | +115.2% |
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