+78.2%
SYF vs PNR
-21.1%
+99.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.6% |
| 7D | -5.5% | -5.5% | 0.0% | -2.1% |
| 30D | -3.9% | -15.6% | +11.7% | +6.9% |
| 3M | +8.9% | -20.2% | +29.1% | +23.7% |
| 6M | +16.2% | -36.6% | +52.8% | +52.9% |
| YTD | -8.4% | -45.0% | +36.5% | +31.6% |
| 1Y | +2.6% | -47.4% | +50.1% | +52.3% |
| 3Y | +156.4% | -13.7% | +170.1% | +168.1% |
| 5Y | +78.2% | -20.8% | +99.0% | +72.7% |
| All | +78.2% | -21.1% | +99.3% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling