+186.5%
SYF vs PR
+65.1%
+121.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -4.2% | -9.5% | +5.3% | -2.7% |
| 30D | -1.1% | -5.7% | +4.6% | -0.3% |
| 3M | -7.9% | +3.0% | -10.9% | -8.7% |
| 6M | -1.1% | +11.8% | -12.9% | -3.8% |
| YTD | -12.6% | +58.5% | -71.1% | -20.2% |
| 1Y | -2.4% | +69.9% | -72.3% | -12.0% |
| 3Y | +156.6% | +84.9% | +71.7% | +127.3% |
| 5Y | +61.9% | +246.4% | -184.6% | +26.2% |
| 10Y | +186.5% | +70.3% | +116.2% | +93.4% |
| All | +186.5% | +65.1% | +121.4% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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