+240.7%
SYF vs PENG
+661.7%
-421.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.0% | -2.4% |
| 7D | -4.7% | -3.8% | -0.9% | -5.1% |
| 30D | +0.6% | -40.1% | +40.7% | +8.5% |
| 3M | -6.8% | -21.8% | +15.0% | -5.4% |
| 6M | +0.5% | +3.3% | -2.8% | -8.6% |
| YTD | -11.1% | +133.6% | -144.8% | -33.7% |
| 1Y | +1.3% | +110.7% | -109.4% | -22.9% |
| 3Y | +164.6% | +204.3% | -39.6% | +74.3% |
| 5Y | +65.2% | +54.4% | +10.8% | +17.6% |
| All | +240.7% | +661.7% | -421.0% | +87.3% |
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