+96.1%
SYF vs PCOR
-30.9%
+127.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +1.3% |
| 7D | +2.4% | -9.0% | +11.4% | +5.1% |
| 30D | +0.8% | +4.2% | -3.3% | -0.7% |
| 3M | +13.4% | +14.4% | -1.0% | +8.1% |
| 6M | +16.3% | +0.2% | +16.2% | +13.7% |
| YTD | -3.0% | -20.3% | +17.2% | +1.0% |
| 1Y | +5.7% | -16.1% | +21.8% | +7.8% |
| 3Y | +160.1% | -14.7% | +174.8% | +158.0% |
| 5Y | +88.5% | -43.2% | +131.7% | +75.6% |
| All | +96.1% | -30.9% | +127.0% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling