+67.5%
SYF vs PCOR
-22.6%
+90.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.8% | +23.7% | -27.5% | -10.1% |
| 30D | +2.6% | +39.0% | -36.3% | -7.5% |
| 3M | -6.5% | +35.8% | -42.3% | -15.8% |
| 6M | +0.8% | +38.2% | -37.4% | -10.6% |
| YTD | -10.1% | +3.9% | -14.0% | -14.0% |
| 1Y | +0.8% | +5.7% | -4.8% | -4.4% |
| 3Y | +158.8% | +44.8% | +114.1% | +120.5% |
| 5Y | +67.5% | -19.8% | +87.3% | +43.6% |
| All | +67.5% | -22.6% | +90.1% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling