+174.7%
SYF vs PFG
+70.7%
+104.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.5% |
| 7D | +2.4% | +5.5% | -3.1% | -2.9% |
| 30D | +0.8% | +2.4% | -1.5% | -1.6% |
| 3M | +13.4% | +13.6% | -0.2% | -0.2% |
| 6M | +16.3% | +27.9% | -11.5% | -8.8% |
| YTD | -3.0% | +35.6% | -38.6% | -28.3% |
| 1Y | +5.7% | +48.5% | -42.8% | -29.0% |
| All | +174.7% | +70.7% | +104.0% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling