-21.9%
PINS vs SYF
+161.0%
-182.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -6.2% | -4.3% | -1.9% | -4.2% |
| 30D | -10.9% | +1.0% | -12.0% | -11.4% |
| 3M | -19.5% | -6.4% | -13.1% | -17.1% |
| 6M | -10.4% | +1.0% | -11.4% | -11.6% |
| YTD | -26.4% | -10.7% | -15.6% | -23.4% |
| 1Y | -29.6% | +1.8% | -31.4% | -31.3% |
| 3Y | -39.0% | +165.8% | -204.9% | -63.4% |
| 5Y | -59.1% | +65.9% | -125.1% | -70.6% |
| All | -21.9% | +161.0% | -182.9% | -60.7% |
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