+243.1%
SYF vs PENG
+597.2%
-354.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -2.7% |
| 7D | -2.1% | -19.4% | +17.3% | +0.6% |
| 30D | +2.5% | -42.4% | +44.9% | +11.4% |
| 3M | -6.3% | -25.6% | +19.4% | -3.9% |
| 6M | -1.5% | +7.3% | -8.7% | -11.5% |
| YTD | -10.5% | +113.9% | -124.4% | -32.1% |
| 1Y | +1.5% | +93.6% | -92.1% | -21.5% |
| 3Y | +163.3% | +170.2% | -7.0% | +77.6% |
| 5Y | +66.8% | +44.2% | +22.6% | +20.3% |
| All | +243.1% | +597.2% | -354.1% | +91.9% |
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