+300.4%
SYF vs PNC
+307.1%
-6.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.3% |
| 7D | -2.0% | +3.1% | -5.1% | -4.8% |
| 30D | +1.2% | +7.6% | -6.4% | -5.8% |
| 3M | -9.4% | -8.1% | -1.2% | -2.1% |
| 6M | +4.4% | +12.6% | -8.2% | -6.8% |
| YTD | -11.9% | +15.0% | -26.9% | -23.0% |
| 1Y | -0.4% | +30.4% | -30.8% | -22.7% |
| 3Y | +159.6% | +116.1% | +43.4% | +28.3% |
| 5Y | +60.9% | +37.5% | +23.4% | +19.6% |
| 10Y | +180.9% | +205.1% | -24.2% | +5.0% |
| All | +300.4% | +307.1% | -6.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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