-81.1%
PYPL vs SYF
+89.0%
-170.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.4% |
| 7D | +1.7% | +2.6% | -0.9% | +0.4% |
| 30D | -9.7% | 0.0% | -9.8% | -9.7% |
| 3M | +29.2% | +11.9% | +17.3% | +21.0% |
| 6M | +13.9% | +18.9% | -5.0% | +2.9% |
| YTD | -8.1% | -4.6% | -3.5% | -7.3% |
| 1Y | -21.4% | +6.4% | -27.8% | -25.6% |
| 3Y | -11.8% | +167.2% | -179.0% | -53.2% |
| 5Y | -81.1% | +92.3% | -173.5% | -88.6% |
| All | -81.1% | +89.0% | -170.1% | -88.6% |
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