+340.9%
SYF vs PEG
+212.9%
+128.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.4% | +0.7% | +1.7% | +2.0% |
| 30D | +0.8% | -2.4% | +3.3% | +2.2% |
| 3M | +13.4% | -4.8% | +18.2% | +16.4% |
| 6M | +16.3% | -10.7% | +27.0% | +23.4% |
| YTD | -3.0% | -6.7% | +3.7% | -0.2% |
| 1Y | +5.7% | -6.8% | +12.6% | +8.4% |
| 3Y | +160.1% | +34.5% | +125.6% | +109.8% |
| 5Y | +88.5% | +35.8% | +52.8% | +48.9% |
| 10Y | +263.1% | +141.7% | +121.3% | +125.1% |
| All | +340.9% | +212.9% | +128.0% | +147.5% |
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