+65.2%
SYF vs PFGC
+135.8%
-70.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.7% |
| 7D | -4.7% | +10.8% | -15.5% | -10.1% |
| 30D | +0.6% | +17.8% | -17.2% | -8.2% |
| 3M | -6.8% | -2.7% | -4.1% | -6.3% |
| 6M | +0.5% | +20.0% | -19.5% | -9.8% |
| YTD | -11.1% | +24.3% | -35.4% | -23.2% |
| 1Y | +1.3% | +13.2% | -11.9% | -7.7% |
| 3Y | +164.6% | +85.9% | +78.7% | +82.5% |
| 5Y | +65.2% | +141.0% | -75.9% | -3.5% |
| All | +65.2% | +135.8% | -70.6% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling