+306.8%
SYF vs PRU
+128.4%
+178.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +1.7% |
| 7D | -2.1% | +2.4% | -4.5% | -4.4% |
| 30D | +2.5% | +6.1% | -3.6% | -2.9% |
| 3M | -6.3% | -0.7% | -5.5% | -6.2% |
| 6M | -1.5% | +22.1% | -23.5% | -17.0% |
| YTD | -10.5% | +9.8% | -20.3% | -18.3% |
| 1Y | +1.5% | +19.4% | -17.8% | -13.5% |
| 3Y | +163.3% | +50.4% | +112.9% | +88.4% |
| 5Y | +66.8% | +37.2% | +29.6% | +30.3% |
| 10Y | +228.5% | +119.5% | +109.0% | +75.6% |
| All | +306.8% | +128.4% | +178.4% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling