+80.9%
SYF vs PCOR
-10.3%
+91.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.1% | +22.7% | -24.9% | -8.0% |
| 30D | +2.5% | +37.5% | -34.9% | -6.7% |
| 3M | -6.3% | +35.2% | -41.5% | -14.9% |
| 6M | -1.5% | +42.2% | -43.7% | -12.6% |
| YTD | -10.5% | +3.6% | -14.1% | -14.1% |
| 1Y | +1.5% | -4.8% | +6.3% | -0.1% |
| 3Y | +163.3% | +48.3% | +114.9% | +126.7% |
| 5Y | +66.8% | -20.1% | +86.8% | +44.1% |
| All | +80.9% | -10.3% | +91.2% | +57.4% |
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