+337.7%
PM vs SYF
+306.8%
+30.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | -2.1% | -3.1% | -4.9% |
| 30D | +2.7% | +2.5% | +0.2% | +2.2% |
| 3M | +6.1% | -6.3% | +12.4% | +7.2% |
| 6M | +18.0% | -1.5% | +19.5% | +17.6% |
| YTD | +26.6% | -10.5% | +37.1% | +27.9% |
| 1Y | +36.7% | +1.5% | +35.2% | +34.6% |
| 3Y | +146.0% | +163.3% | -17.3% | +88.5% |
| 5Y | +164.1% | +66.8% | +97.3% | +119.4% |
| 10Y | +238.8% | +228.5% | +10.3% | +116.9% |
| All | +337.7% | +306.8% | +30.9% | +176.2% |
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