+333.7%
SYF vs PNR
+62.0%
+271.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | +0.2% |
| 7D | +2.6% | -3.0% | +5.6% | +4.8% |
| 30D | 0.0% | -14.9% | +14.9% | +11.5% |
| 3M | +11.9% | -19.0% | +31.0% | +27.2% |
| 6M | +18.9% | -35.9% | +54.8% | +58.1% |
| YTD | -4.6% | -43.1% | +38.6% | +36.7% |
| 1Y | +6.4% | -46.4% | +52.8% | +58.9% |
| 3Y | +167.2% | -10.8% | +178.0% | +174.2% |
| 5Y | +92.3% | -18.9% | +111.2% | +105.3% |
| 10Y | +263.2% | +64.4% | +198.8% | +126.3% |
| All | +333.7% | +62.0% | +271.8% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling