+380.6%
PLD vs SYF
+340.9%
+39.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.4% | +2.4% | -4.8% | -3.1% |
| 30D | -2.4% | +0.8% | -3.3% | -2.7% |
| 3M | -3.8% | +13.4% | -17.2% | -7.6% |
| 6M | 0.0% | +16.3% | -16.3% | -4.7% |
| YTD | +9.2% | -3.0% | +12.2% | +9.0% |
| 1Y | +25.9% | +5.7% | +20.2% | +22.3% |
| 3Y | +21.3% | +160.1% | -138.8% | -11.3% |
| 5Y | +14.1% | +88.5% | -74.4% | -11.6% |
| 10Y | +237.9% | +263.1% | -25.2% | +93.5% |
| All | +380.6% | +340.9% | +39.7% | +158.0% |
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