-0.7%
PLD vs SYF
+65.2%
-65.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.1% |
| 30D | -0.3% | +2.5% | -2.8% | -1.1% |
| 3M | -8.0% | -6.3% | -1.8% | -6.4% |
| 6M | -9.8% | -1.5% | -8.3% | -10.0% |
| YTD | +1.8% | -10.5% | +12.3% | +4.0% |
| 1Y | +5.6% | +1.5% | +4.1% | +3.4% |
| 3Y | +33.3% | +163.3% | -130.0% | -8.1% |
| All | -0.7% | +65.2% | -65.8% | -27.4% |
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