+167.2%
SYF vs PFGC
+63.1%
+104.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.6% |
| 7D | +2.6% | -2.4% | +5.0% | +4.0% |
| 30D | 0.0% | -15.8% | +15.8% | +9.4% |
| 3M | +11.9% | -0.6% | +12.5% | +11.7% |
| 6M | +18.9% | +10.7% | +8.2% | +11.3% |
| YTD | -4.6% | +7.6% | -12.2% | -11.2% |
| 1Y | +6.4% | -7.8% | +14.2% | +10.1% |
| 3Y | +167.2% | +63.7% | +103.4% | +93.1% |
| All | +167.2% | +63.1% | +104.1% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling