+186.5%
SYF vs PRU
+107.2%
+79.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -3.0% |
| 7D | -4.2% | +3.8% | -8.0% | -7.8% |
| 30D | -1.1% | +9.0% | -10.1% | -9.0% |
| 3M | -7.9% | +2.1% | -10.0% | -10.3% |
| 6M | -1.1% | +25.4% | -26.5% | -19.9% |
| YTD | -12.6% | +13.5% | -26.1% | -23.3% |
| 1Y | -2.4% | +21.3% | -23.7% | -19.3% |
| 3Y | +156.6% | +55.1% | +101.5% | +72.4% |
| 5Y | +61.9% | +43.6% | +18.3% | +17.7% |
| 10Y | +186.5% | +99.2% | +87.2% | +33.7% |
| All | +186.5% | +107.2% | +79.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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