+3.4%
SYF vs PFG
+47.8%
-44.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -1.3% | +3.2% | -4.5% | -3.6% |
| 30D | -1.1% | +0.9% | -2.0% | -1.8% |
| 3M | +7.4% | +7.7% | -0.3% | +1.3% |
| 6M | +16.2% | +29.0% | -12.7% | -4.5% |
| YTD | -6.1% | +32.5% | -38.6% | -23.9% |
| 1Y | +3.4% | +47.3% | -43.9% | -22.0% |
| All | +3.4% | +47.8% | -44.4% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling