+67.5%
SYF vs PR
+225.6%
-158.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | 0.0% |
| 7D | -3.8% | -16.5% | +12.8% | +0.6% |
| 30D | +2.6% | -4.5% | +7.2% | +3.5% |
| 3M | -6.5% | +8.5% | -15.1% | -9.3% |
| 6M | +0.8% | -3.3% | +4.2% | +0.2% |
| YTD | -10.1% | +55.7% | -65.8% | -23.3% |
| 1Y | +0.8% | +82.0% | -81.2% | -18.2% |
| 3Y | +158.8% | +62.5% | +96.4% | +113.5% |
| 5Y | +67.5% | +223.9% | -156.4% | +10.2% |
| All | +67.5% | +225.6% | -158.1% | +10.2% |
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