+162.6%
PM vs SYF
+60.4%
+102.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | +0.5% | -2.0% | +2.6% | +0.7% |
| 30D | -3.2% | +1.2% | -4.4% | -3.3% |
| 3M | +6.2% | -9.4% | +15.6% | +6.9% |
| 6M | +7.7% | +4.4% | +3.3% | +7.1% |
| YTD | +27.3% | -11.9% | +39.2% | +28.1% |
| 1Y | +32.8% | -0.4% | +33.2% | +32.1% |
| 3Y | +150.0% | +159.6% | -9.5% | +107.8% |
| All | +162.6% | +60.4% | +102.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling