+186.5%
SYF vs PFGC
+366.4%
-179.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -4.2% | +15.0% | -19.2% | -10.6% |
| 30D | -1.1% | +17.0% | -18.1% | -8.4% |
| 3M | -7.9% | -2.5% | -5.4% | -7.7% |
| 6M | -1.1% | +19.2% | -20.3% | -9.7% |
| YTD | -12.6% | +23.4% | -36.0% | -22.5% |
| 1Y | -2.4% | +13.9% | -16.2% | -10.2% |
| 3Y | +156.6% | +82.0% | +74.6% | +91.1% |
| 5Y | +61.9% | +128.7% | -66.8% | +6.5% |
| 10Y | +186.5% | +361.5% | -175.1% | +49.8% |
| All | +186.5% | +366.4% | -179.9% | +49.8% |
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