-73.9%
PYPL vs SYF
+65.2%
-139.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +3.9% | -2.1% | +6.0% | +5.1% |
| 30D | +7.8% | +2.5% | +5.3% | +6.2% |
| 3M | -0.7% | -6.3% | +5.6% | +2.7% |
| 6M | +28.8% | -1.5% | +30.2% | +28.7% |
| YTD | +2.4% | -10.5% | +12.9% | +6.6% |
| 1Y | -9.6% | +1.5% | -11.1% | -12.5% |
| 3Y | +9.7% | +163.3% | -153.6% | -41.8% |
| All | -73.9% | +65.2% | -139.1% | -83.5% |
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