+262.7%
SYF vs PFG
+239.8%
+23.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.8% |
| 7D | -1.3% | +3.2% | -4.5% | -4.4% |
| 30D | -1.1% | +0.9% | -2.0% | -2.2% |
| 3M | +7.4% | +7.7% | -0.3% | -0.2% |
| 6M | +16.2% | +29.0% | -12.7% | -8.0% |
| YTD | -6.1% | +32.5% | -38.6% | -27.6% |
| 1Y | +3.4% | +47.3% | -43.9% | -27.7% |
| 3Y | +162.9% | +68.2% | +94.6% | +64.7% |
| 5Y | +85.6% | +108.5% | -22.9% | -4.3% |
| 10Y | +262.7% | +241.4% | +21.4% | +7.0% |
| All | +262.7% | +239.8% | +23.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling