+170.6%
SYF vs PNR
+99.2%
+71.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | +0.3% | -2.3% | -2.3% |
| 30D | +1.2% | +31.7% | -30.5% | -18.7% |
| 3M | -9.4% | +2.6% | -12.0% | -12.5% |
| 6M | +4.4% | -6.4% | +10.8% | +6.0% |
| YTD | -11.9% | -33.4% | +21.5% | +14.2% |
| 1Y | -0.4% | -35.1% | +34.7% | +31.7% |
| 3Y | +159.6% | +17.1% | +142.5% | +110.7% |
| 5Y | +60.9% | -3.5% | +64.4% | +48.8% |
| All | +170.6% | +99.2% | +71.4% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling