+262.7%
SYF vs PFGC
+287.3%
-24.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | -1.3% | -3.7% | +2.4% | +0.4% |
| 30D | -1.1% | -16.0% | +14.9% | +6.7% |
| 3M | +7.4% | -4.1% | +11.5% | +9.2% |
| 6M | +16.2% | +8.7% | +7.5% | +11.3% |
| YTD | -6.1% | +6.4% | -12.5% | -10.2% |
| 1Y | +3.4% | -8.4% | +11.8% | +5.5% |
| 3Y | +162.9% | +61.8% | +101.1% | +108.1% |
| 5Y | +85.6% | +108.7% | -23.1% | +28.2% |
| 10Y | +262.7% | +298.1% | -35.4% | +101.9% |
| All | +262.7% | +287.3% | -24.6% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling