+174.7%
SYF vs PEG
+36.1%
+138.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | +0.8% | -2.4% | +3.3% | +1.7% |
| 3M | +13.4% | -4.8% | +18.2% | +15.4% |
| 6M | +16.3% | -10.7% | +27.0% | +21.1% |
| YTD | -3.0% | -6.7% | +3.7% | -1.3% |
| 1Y | +5.7% | -6.8% | +12.6% | +7.3% |
| All | +174.7% | +36.1% | +138.6% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling