-19.0%
PYPL vs SYF
+7.1%
-26.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +2.4% | +2.4% | 0.0% | +1.5% |
| 30D | -5.1% | +0.8% | -6.0% | -5.4% |
| 3M | +28.6% | +13.4% | +15.2% | +22.4% |
| 6M | +17.9% | +16.3% | +1.6% | +11.0% |
| YTD | -5.3% | -3.0% | -2.3% | -4.9% |
| 1Y | -19.0% | +5.7% | -24.7% | -23.1% |
| All | -19.0% | +7.1% | -26.1% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling