+193.3%
SYF vs PFGC
+485.3%
-292.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -3.6% | +1.5% | -5.1% | -4.3% |
| 30D | -1.7% | +17.4% | -19.1% | -8.9% |
| 3M | -7.8% | -2.4% | -5.4% | -7.7% |
| 6M | +3.4% | +18.2% | -14.8% | -4.9% |
| YTD | -12.2% | +23.7% | -35.9% | -21.8% |
| 1Y | -1.6% | +15.0% | -16.5% | -9.6% |
| 3Y | +157.8% | +82.3% | +75.4% | +93.9% |
| 5Y | +61.9% | +131.9% | -70.0% | +7.6% |
| 10Y | +180.0% | +353.0% | -173.0% | +47.1% |
| All | +193.3% | +485.3% | -292.0% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling