+78.2%
SYF vs PPG
-24.6%
+102.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.1% |
| 7D | -5.5% | -5.1% | -0.4% | -1.9% |
| 30D | -3.9% | -9.6% | +5.7% | +3.2% |
| 3M | +8.9% | -6.4% | +15.4% | +13.9% |
| 6M | +16.2% | +0.5% | +15.7% | +14.4% |
| YTD | -8.4% | +4.4% | -12.9% | -13.2% |
| 1Y | +2.6% | -0.9% | +3.5% | +0.8% |
| 3Y | +156.4% | -17.0% | +173.3% | +182.4% |
| 5Y | +78.2% | -23.7% | +101.8% | +94.9% |
| All | +78.2% | -24.6% | +102.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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