+297.1%
SYF vs PEG
+220.5%
+76.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -3.3% | +2.3% | -5.6% | -4.6% |
| 30D | -2.2% | +6.1% | -8.3% | -5.6% |
| 3M | -9.3% | -0.5% | -8.8% | -9.4% |
| 6M | +2.1% | -3.2% | +5.2% | +3.4% |
| YTD | -12.6% | -4.4% | -8.2% | -11.5% |
| 1Y | -3.4% | -7.4% | +3.9% | -0.5% |
| 3Y | +156.5% | +33.9% | +122.5% | +107.9% |
| 5Y | +59.6% | +42.3% | +17.3% | +22.5% |
| 10Y | +178.6% | +166.4% | +12.3% | +68.1% |
| All | +297.1% | +220.5% | +76.6% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling