+92.3%
SYF vs PFG
+110.7%
-18.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.3% |
| 7D | +2.6% | +6.0% | -3.4% | -3.0% |
| 30D | 0.0% | +2.2% | -2.2% | -2.3% |
| 3M | +11.9% | +10.4% | +1.6% | +1.4% |
| 6M | +18.9% | +27.8% | -8.9% | -6.1% |
| YTD | -4.6% | +33.6% | -38.2% | -27.9% |
| 1Y | +6.4% | +49.3% | -42.9% | -27.9% |
| 3Y | +167.2% | +69.7% | +97.4% | +61.7% |
| 5Y | +92.3% | +111.3% | -19.0% | -6.3% |
| All | +92.3% | +110.7% | -18.4% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling