+267.6%
PM vs SYF
+177.5%
+90.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -7.1% | -3.6% | -3.5% | -6.4% |
| 30D | -2.8% | -1.7% | -1.1% | -2.5% |
| 3M | +6.3% | -7.8% | +14.1% | +7.8% |
| 6M | +9.6% | +3.4% | +6.3% | +8.3% |
| YTD | +25.6% | -12.2% | +37.8% | +27.4% |
| 1Y | +29.7% | -1.6% | +31.2% | +28.4% |
| 3Y | +147.6% | +157.8% | -10.2% | +87.6% |
| 5Y | +160.1% | +61.9% | +98.2% | +115.5% |
| All | +267.6% | +177.5% | +90.1% | +137.4% |
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 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