+250.9%
PM vs SYF
+196.3%
+54.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -6.6% | -4.2% | -2.4% | -5.9% |
| 30D | -3.4% | -1.1% | -2.4% | -3.3% |
| 3M | +5.3% | -7.9% | +13.2% | +6.7% |
| 6M | +15.5% | -1.1% | +16.6% | +15.0% |
| YTD | +24.3% | -12.6% | +36.8% | +26.1% |
| 1Y | +29.7% | -2.4% | +32.1% | +28.6% |
| 3Y | +144.9% | +156.6% | -11.7% | +86.0% |
| 5Y | +159.0% | +61.9% | +97.1% | +114.8% |
| 10Y | +250.9% | +186.5% | +64.5% | +133.7% |
| All | +250.9% | +196.3% | +54.6% | +133.7% |
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