+65.4%
PYPL vs SYF
+183.6%
-118.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +2.2% | -4.3% | +6.4% | +4.0% |
| 30D | +8.1% | +1.0% | +7.1% | +7.6% |
| 3M | +1.9% | -6.4% | +8.3% | +4.6% |
| 6M | +33.1% | +1.0% | +32.1% | +31.9% |
| YTD | +3.8% | -10.7% | +14.5% | +7.2% |
| 1Y | -8.3% | +1.8% | -10.1% | -10.3% |
| 3Y | +11.9% | +165.8% | -154.0% | -26.2% |
| 5Y | -70.4% | +65.9% | -136.4% | -77.4% |
| 10Y | +47.2% | +206.0% | -158.8% | -18.4% |
| All | +65.4% | +183.6% | -118.2% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling