+196.8%
SYF vs PFGC
+488.3%
-291.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.4% |
| 7D | -4.7% | +10.8% | -15.5% | -9.4% |
| 30D | +0.6% | +17.8% | -17.2% | -6.9% |
| 3M | -6.8% | -2.7% | -4.1% | -6.6% |
| 6M | +0.5% | +20.0% | -19.5% | -8.2% |
| YTD | -11.1% | +24.3% | -35.4% | -21.1% |
| 1Y | +1.3% | +13.2% | -11.9% | -6.3% |
| 3Y | +164.6% | +85.9% | +78.7% | +97.5% |
| 5Y | +65.2% | +141.0% | -75.9% | +8.0% |
| 10Y | +204.6% | +370.6% | -166.0% | +58.9% |
| All | +196.8% | +488.3% | -291.4% | +42.9% |
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 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