+234.7%
PM vs SYF
+218.0%
+16.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -7.3% | -4.7% | -2.6% | -6.5% |
| 30D | -4.0% | +0.6% | -4.6% | -4.2% |
| 3M | +2.7% | -6.8% | +9.6% | +3.9% |
| 6M | +14.9% | +0.5% | +14.3% | +14.0% |
| YTD | +23.5% | -11.1% | +34.7% | +25.0% |
| 1Y | +30.4% | +1.3% | +29.1% | +28.4% |
| 3Y | +143.2% | +164.6% | -21.4% | +83.9% |
| 5Y | +159.5% | +65.2% | +94.3% | +114.6% |
| 10Y | +234.7% | +204.6% | +30.1% | +130.6% |
| All | +234.7% | +218.0% | +16.7% | +130.6% |
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