+300.3%
PM vs SYF
+340.9%
-40.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -4.9% | +2.4% | -7.3% | -5.3% |
| 30D | -3.4% | +0.8% | -4.2% | -3.6% |
| 3M | +5.2% | +13.4% | -8.2% | +2.4% |
| 6M | +3.7% | +16.3% | -12.6% | +0.3% |
| YTD | +15.8% | -3.0% | +18.8% | +15.4% |
| 1Y | +17.4% | +5.7% | +11.7% | +14.8% |
| 3Y | +116.9% | +160.1% | -43.2% | +67.5% |
| 5Y | +117.3% | +88.5% | +28.8% | +76.0% |
| 10Y | +193.8% | +263.1% | -69.3% | +84.9% |
| All | +300.3% | +340.9% | -40.6% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling