+79.6%
SYF vs PCOR
-9.0%
+88.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -4.7% | +22.2% | -26.9% | -10.3% |
| 30D | +0.6% | +36.0% | -35.4% | -8.1% |
| 3M | -6.8% | +34.0% | -40.8% | -15.2% |
| 6M | +0.5% | +43.5% | -43.0% | -11.1% |
| YTD | -11.1% | +5.1% | -16.3% | -15.1% |
| 1Y | +1.3% | -3.9% | +5.2% | -0.5% |
| 3Y | +164.6% | +52.9% | +111.7% | +126.3% |
| 5Y | +65.2% | -18.7% | +83.8% | +42.1% |
| All | +79.6% | -9.0% | +88.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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