+242.2%
SYF vs PENG
+661.7%
-419.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.0% | -2.4% |
| 7D | -4.3% | -3.8% | -0.5% | -4.7% |
| 30D | +1.0% | -40.1% | +41.1% | +9.0% |
| 3M | -6.4% | -21.8% | +15.4% | -5.0% |
| 6M | +1.0% | +3.3% | -2.3% | -8.2% |
| YTD | -10.7% | +133.6% | -144.4% | -33.4% |
| 1Y | +1.8% | +110.7% | -108.9% | -22.6% |
| 3Y | +165.8% | +204.3% | -38.4% | +75.1% |
| 5Y | +65.9% | +54.4% | +11.6% | +18.1% |
| All | +242.2% | +661.7% | -419.4% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling