+250.1%
SYF vs PNR
+66.2%
+184.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -4.9% | -6.0% | +1.1% | -0.4% |
| 30D | -4.3% | -14.0% | +9.7% | +6.9% |
| 3M | +5.5% | -21.7% | +27.2% | +24.1% |
| 6M | +17.5% | -37.3% | +54.8% | +62.5% |
| YTD | -7.8% | -45.1% | +37.3% | +40.0% |
| 1Y | +1.6% | -49.1% | +50.8% | +63.8% |
| 3Y | +154.8% | -14.8% | +169.6% | +167.7% |
| 5Y | +79.5% | -21.0% | +100.5% | +94.7% |
| All | +250.1% | +66.2% | +184.0% | +92.1% |
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