+170.6%
SYF vs PBF
+260.7%
-90.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -2.0% | +6.5% | -8.5% | -3.6% |
| 30D | +1.2% | -20.0% | +21.2% | +6.1% |
| 3M | -9.4% | -3.3% | -6.0% | -9.9% |
| 6M | +4.4% | +76.8% | -72.4% | -12.3% |
| YTD | -11.9% | +168.9% | -180.9% | -36.1% |
| 1Y | -0.4% | +96.4% | -96.8% | -21.8% |
| 3Y | +159.6% | +77.2% | +82.4% | +96.5% |
| 5Y | +60.9% | +417.7% | -356.9% | -18.9% |
| All | +170.6% | +260.7% | -90.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling