+299.1%
SYF vs PFG
+250.2%
+49.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.4% |
| 7D | -3.6% | -2.2% | -1.3% | -2.0% |
| 30D | -1.7% | +6.4% | -8.1% | -7.0% |
| 3M | -7.8% | +2.2% | -10.0% | -10.2% |
| 6M | +3.4% | +16.3% | -12.9% | -9.9% |
| YTD | -12.2% | +33.2% | -45.4% | -31.8% |
| 1Y | -1.6% | +40.6% | -42.2% | -27.0% |
| 3Y | +157.8% | +83.3% | +74.4% | +54.7% |
| 5Y | +61.9% | +97.7% | -35.8% | -8.6% |
| 10Y | +180.0% | +189.9% | -9.8% | +9.7% |
| All | +299.1% | +250.2% | +49.0% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling