+333.7%
SYF vs PPG
+34.2%
+299.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | +0.3% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | 0.0% | -7.8% | +7.8% | +6.3% |
| 3M | +11.9% | -2.2% | +14.1% | +13.5% |
| 6M | +18.9% | +4.1% | +14.8% | +13.6% |
| YTD | -4.6% | +9.1% | -13.7% | -12.9% |
| 1Y | +6.4% | +1.0% | +5.4% | +2.8% |
| 3Y | +167.2% | -13.3% | +180.4% | +186.7% |
| 5Y | +92.3% | -19.2% | +111.5% | +113.8% |
| 10Y | +263.2% | +25.9% | +237.3% | +179.1% |
| All | +333.7% | +34.2% | +299.5% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling