+92.3%
SYF vs PEG
+38.2%
+54.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.0% |
| 7D | +2.6% | +1.0% | +1.6% | +2.1% |
| 30D | 0.0% | -1.9% | +1.9% | +0.8% |
| 3M | +11.9% | -3.7% | +15.6% | +13.7% |
| 6M | +18.9% | -9.4% | +28.3% | +23.9% |
| YTD | -4.6% | -6.0% | +1.4% | -2.7% |
| 1Y | +6.4% | -4.4% | +10.7% | +7.0% |
| 3Y | +167.2% | +33.5% | +133.6% | +124.4% |
| 5Y | +92.3% | +35.7% | +56.6% | +57.4% |
| All | +92.3% | +38.2% | +54.1% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling