+6.4%
SYF vs PBF
+176.6%
-170.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.5% |
| 7D | +2.6% | +2.4% | +0.2% | +2.7% |
| 30D | 0.0% | +24.9% | -24.8% | +1.4% |
| 3M | +11.9% | +81.9% | -69.9% | +16.6% |
| 6M | +18.9% | +79.4% | -60.5% | +23.8% |
| YTD | -4.6% | +188.3% | -192.9% | -1.6% |
| 1Y | +6.4% | +177.3% | -170.9% | +8.8% |
| All | +6.4% | +176.6% | -170.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling