+51.4%
PYPL vs SYF
+208.1%
-156.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +2.7% | +2.4% | +0.3% | +1.7% |
| 30D | -4.9% | +0.8% | -5.7% | -5.2% |
| 3M | +28.9% | +13.4% | +15.5% | +22.2% |
| 6M | +18.2% | +16.3% | +1.9% | +10.8% |
| YTD | -5.0% | -3.0% | -2.0% | -5.0% |
| 1Y | -18.8% | +5.7% | -24.5% | -21.6% |
| 3Y | -12.6% | +160.1% | -172.7% | -41.9% |
| 5Y | -80.8% | +88.5% | -169.3% | -85.9% |
| 10Y | +49.9% | +263.1% | -213.2% | -22.1% |
| All | +51.4% | +208.1% | -156.7% | -18.7% |
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