+456.7%
PWR vs SYF
+89.0%
+367.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +4.0% | +2.9% |
| 7D | +4.5% | +2.6% | +1.9% | +3.6% |
| 30D | -4.9% | 0.0% | -4.9% | -5.0% |
| 3M | -7.9% | +11.9% | -19.8% | -11.5% |
| 6M | +18.3% | +18.9% | -0.6% | +11.2% |
| YTD | +51.5% | -4.6% | +56.1% | +51.9% |
| 1Y | +70.3% | +6.4% | +63.9% | +64.4% |
| 3Y | +210.6% | +167.2% | +43.4% | +114.8% |
| 5Y | +456.7% | +92.3% | +364.3% | +313.5% |
| All | +456.7% | +89.0% | +367.7% | +313.5% |
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