+262.9%
SYF vs PRU
+145.9%
+117.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.9% |
| 7D | +2.4% | +1.9% | +0.5% | +0.7% |
| 30D | +0.8% | +2.7% | -1.9% | -1.6% |
| 3M | +13.4% | +19.5% | -6.1% | -3.3% |
| 6M | +16.3% | +26.6% | -10.3% | -6.3% |
| YTD | -3.0% | +12.3% | -15.3% | -13.5% |
| 1Y | +5.7% | +18.0% | -12.3% | -9.9% |
| 3Y | +160.1% | +47.0% | +113.1% | +84.5% |
| 5Y | +88.5% | +48.4% | +40.1% | +34.3% |
| All | +262.9% | +145.9% | +117.0% | +58.1% |
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