+306.8%
SYF vs PBF
+259.9%
+47.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -2.1% | -13.8% | +11.6% | +1.1% |
| 30D | +2.5% | -19.6% | +22.1% | +7.2% |
| 3M | -6.3% | +10.3% | -16.5% | -9.7% |
| 6M | -1.5% | +63.4% | -64.9% | -15.2% |
| YTD | -10.5% | +152.6% | -163.1% | -33.4% |
| 1Y | +1.5% | +87.4% | -85.8% | -18.9% |
| 3Y | +163.3% | +63.3% | +100.0% | +105.3% |
| 5Y | +66.8% | +412.5% | -345.7% | -13.3% |
| 10Y | +228.5% | +282.5% | -54.0% | +37.7% |
| All | +306.8% | +259.9% | +47.0% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling