+237.7%
SYF vs PENG
+689.3%
-451.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.8% |
| 7D | -2.0% | +13.2% | -15.2% | -4.4% |
| 30D | +1.2% | -29.9% | +31.1% | +6.0% |
| 3M | -9.4% | -22.2% | +12.9% | -8.0% |
| 6M | +4.4% | -1.9% | +6.3% | -3.9% |
| YTD | -11.9% | +142.1% | -154.0% | -34.8% |
| 1Y | -0.4% | +151.5% | -151.9% | -27.1% |
| 3Y | +159.6% | +206.9% | -47.4% | +70.7% |
| 5Y | +60.9% | +58.2% | +2.7% | +13.9% |
| All | +237.7% | +689.3% | -451.6% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling