+61.0%
SYF vs PR
+273.3%
-212.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -2.0% | +6.0% | -8.0% | -3.5% |
| 30D | +1.2% | -4.2% | +5.4% | +2.0% |
| 3M | -9.4% | +10.0% | -19.3% | -12.2% |
| 6M | +4.4% | +15.6% | -11.2% | -1.2% |
| YTD | -11.9% | +68.2% | -80.1% | -26.4% |
| 1Y | -0.4% | +79.2% | -79.6% | -18.6% |
| 3Y | +159.6% | +94.9% | +64.7% | +104.5% |
| All | +61.0% | +273.3% | -212.2% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling