+198.6%
PM vs SYF
+259.8%
-61.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -1.3% | +2.6% | -3.9% | -1.8% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | +5.8% | +11.9% | -6.1% | +3.2% |
| 6M | +10.6% | +18.9% | -8.4% | +6.4% |
| YTD | +17.2% | -4.6% | +21.7% | +17.1% |
| 1Y | +17.6% | +6.4% | +11.3% | +14.8% |
| 3Y | +124.3% | +167.2% | -42.9% | +70.2% |
| 5Y | +125.1% | +92.3% | +32.7% | +79.8% |
| 10Y | +198.6% | +263.2% | -64.6% | +85.7% |
| All | +198.6% | +259.8% | -61.1% | +85.7% |
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