+66.5%
SYF vs PENG
+42.1%
+24.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -2.4% |
| 7D | -2.1% | -19.4% | +17.3% | +0.3% |
| 30D | +2.5% | -42.4% | +44.9% | +10.3% |
| 3M | -6.3% | -25.6% | +19.4% | -4.2% |
| 6M | -1.5% | +7.3% | -8.7% | -12.1% |
| YTD | -10.5% | +113.9% | -124.4% | -33.3% |
| 1Y | +1.5% | +93.6% | -92.1% | -22.7% |
| 3Y | +163.3% | +170.2% | -7.0% | +70.0% |
| All | +66.5% | +42.1% | +24.4% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling