-0.8%
SYF vs PRU
+20.8%
-21.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.1% |
| 7D | -4.7% | +3.2% | -7.9% | -6.8% |
| 30D | +0.6% | +7.9% | -7.3% | -4.6% |
| 3M | -6.8% | +1.8% | -8.6% | -8.1% |
| 6M | +0.5% | +24.1% | -23.6% | -12.1% |
| YTD | -11.1% | +12.4% | -23.5% | -19.0% |
| All | -0.8% | +20.8% | -21.6% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling