+914.3%
PH vs SYF
+303.9%
+610.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | +3.0% | -4.7% | +7.7% | +5.5% |
| 30D | -0.6% | +0.6% | -1.2% | -1.0% |
| 3M | -10.7% | -6.8% | -3.9% | -7.8% |
| 6M | +9.1% | +0.5% | +8.5% | +7.6% |
| YTD | +9.5% | -11.1% | +20.6% | +13.9% |
| 1Y | +14.0% | +1.3% | +12.7% | +10.7% |
| 3Y | +138.9% | +164.6% | -25.8% | +37.0% |
| 5Y | +209.1% | +65.2% | +144.0% | +116.9% |
| 10Y | +737.3% | +204.6% | +532.7% | +275.4% |
| All | +914.3% | +303.9% | +610.3% | +300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling