+250.4%
SYF vs PR
+169.5%
+80.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +2.4% | +2.9% | -0.5% | +1.9% |
| 30D | +0.8% | +18.0% | -17.2% | -1.9% |
| 3M | +13.4% | +16.9% | -3.5% | +10.0% |
| 6M | +16.3% | +28.2% | -11.9% | +10.7% |
| YTD | -3.0% | +69.3% | -72.3% | -12.1% |
| 1Y | +5.7% | +69.5% | -63.8% | -4.5% |
| 3Y | +160.1% | +81.7% | +78.4% | +131.2% |
| 5Y | +88.5% | +422.2% | -333.7% | +39.2% |
| 10Y | +263.1% | +110.4% | +152.7% | +139.6% |
| All | +250.4% | +169.5% | +80.9% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling