+163.3%
SYF vs PCOR
+43.8%
+119.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.1% | +22.7% | -24.9% | -8.9% |
| 30D | +2.5% | +37.5% | -34.9% | -8.3% |
| 3M | -6.3% | +35.2% | -41.5% | -16.4% |
| 6M | -1.5% | +42.2% | -43.7% | -14.6% |
| YTD | -10.5% | +3.6% | -14.1% | -13.0% |
| 1Y | +1.5% | -4.8% | +6.3% | +2.4% |
| 3Y | +163.3% | +48.3% | +114.9% | +119.7% |
| All | +163.3% | +43.8% | +119.5% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling