+174.7%
SYF vs PBF
+64.9%
+109.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +2.4% | +4.3% | -1.9% | +1.9% |
| 30D | +0.8% | +22.0% | -21.1% | -1.8% |
| 3M | +13.4% | +74.5% | -61.1% | +4.4% |
| 6M | +16.3% | +67.7% | -51.3% | +6.3% |
| YTD | -3.0% | +179.2% | -182.2% | -21.3% |
| 1Y | +5.7% | +170.0% | -164.3% | -15.3% |
| All | +174.7% | +64.9% | +109.9% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling