+180.0%
SYF vs PEG
+161.7%
+18.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | -3.6% | +1.5% | -5.0% | -4.5% |
| 30D | -1.7% | +5.0% | -6.7% | -4.9% |
| 3M | -7.8% | -0.3% | -7.5% | -8.0% |
| 6M | +3.4% | -2.7% | +6.0% | +4.6% |
| YTD | -12.2% | -5.1% | -7.1% | -10.6% |
| 1Y | -1.6% | -8.3% | +6.7% | +2.4% |
| 3Y | +157.8% | +33.0% | +124.7% | +100.7% |
| 5Y | +61.9% | +41.3% | +20.6% | +17.3% |
| 10Y | +180.0% | +164.5% | +15.5% | +64.1% |
| All | +180.0% | +161.7% | +18.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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