+4.1%
SYF vs PENG
+120.5%
-116.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.9% | 0.0% |
| 7D | -0.4% | -20.5% | +20.0% | +0.2% |
| 30D | +4.4% | -20.4% | +24.7% | +4.9% |
| 3M | -4.7% | -16.4% | +11.7% | -4.5% |
| 6M | +1.9% | +49.2% | -47.3% | -8.3% |
| YTD | -8.9% | +147.2% | -156.1% | -26.4% |
| 1Y | +4.1% | +124.7% | -120.6% | -14.2% |
| All | +4.1% | +120.5% | -116.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling