+229.0%
SYF vs PR
+160.5%
+68.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.8% |
| 7D | -0.4% | -12.1% | +11.7% | +1.5% |
| 30D | +4.4% | +0.9% | +3.5% | +4.0% |
| 3M | -4.7% | +10.1% | -14.8% | -6.6% |
| 6M | +1.9% | +1.1% | +0.8% | +0.8% |
| YTD | -8.9% | +63.7% | -72.6% | -17.2% |
| 1Y | +4.1% | +87.0% | -83.0% | -7.6% |
| 3Y | +162.2% | +70.7% | +91.4% | +135.1% |
| 5Y | +73.9% | +246.8% | -172.9% | +35.8% |
| 10Y | +234.2% | +72.6% | +161.6% | +119.6% |
| All | +229.0% | +160.5% | +68.5% | +119.3% |
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