+1,831.6%
PWR vs SYF
+178.4%
+1,653.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +11.3% | -2.0% | +13.3% | +12.2% |
| 30D | -8.9% | +1.2% | -10.1% | -9.4% |
| 3M | -10.5% | -9.4% | -1.1% | -7.2% |
| 6M | -22.2% | +4.4% | -26.6% | -24.1% |
| YTD | +42.7% | -11.9% | +54.7% | +47.5% |
| 1Y | +41.1% | -0.4% | +41.5% | +38.6% |
| 3Y | +242.7% | +159.6% | +83.2% | +117.9% |
| 5Y | +418.5% | +60.9% | +357.6% | +287.6% |
| All | +1,831.6% | +178.4% | +1,653.2% | +927.8% |
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