+1,692.6%
PLTR vs SYF
+250.6%
+1,442.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | -5.3% | +2.6% | -8.0% | -6.6% |
| 30D | -1.0% | 0.0% | -1.0% | -1.2% |
| 3M | +24.8% | +11.9% | +12.9% | +16.7% |
| 6M | +8.4% | +18.9% | -10.6% | -2.2% |
| YTD | -4.2% | -4.6% | +0.4% | -4.0% |
| 1Y | +9.1% | +6.4% | +2.7% | +2.9% |
| 3Y | +1,025.6% | +167.2% | +858.4% | +557.1% |
| 5Y | +565.8% | +92.3% | +473.4% | +319.4% |
| All | +1,692.6% | +250.6% | +1,442.1% | +979.3% |
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 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