+66.5%
SYF vs PBF
+407.6%
-341.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -2.1% | -13.8% | +11.6% | -0.2% |
| 30D | +2.5% | -19.6% | +22.1% | +5.3% |
| 3M | -6.3% | +10.3% | -16.5% | -8.3% |
| 6M | -1.5% | +63.4% | -64.9% | -10.1% |
| YTD | -10.5% | +152.6% | -163.1% | -26.4% |
| 1Y | +1.5% | +87.4% | -85.8% | -11.9% |
| 3Y | +163.3% | +63.3% | +100.0% | +118.1% |
| All | +66.5% | +407.6% | -341.1% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling