+262.7%
SYF vs PBF
+351.3%
-88.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | -1.1% | +15.8% | -16.9% | -4.9% |
| 3M | +7.4% | +90.3% | -82.9% | -10.1% |
| 6M | +16.2% | +102.8% | -86.6% | -6.4% |
| YTD | -6.1% | +187.3% | -193.5% | -32.2% |
| 1Y | +3.4% | +161.8% | -158.5% | -24.8% |
| 3Y | +162.9% | +55.5% | +107.4% | +108.4% |
| 5Y | +85.6% | +801.9% | -716.3% | -20.5% |
| 10Y | +262.7% | +362.2% | -99.5% | +38.4% |
| All | +262.7% | +351.3% | -88.6% | +38.4% |
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