+308.6%
SYF vs PRU
+134.6%
+174.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | +1.4% |
| 7D | -3.8% | +4.8% | -8.6% | -7.8% |
| 30D | +2.6% | +7.9% | -5.2% | -4.0% |
| 3M | -6.5% | +3.1% | -9.6% | -9.3% |
| 6M | +0.8% | +25.2% | -24.4% | -16.8% |
| YTD | -10.1% | +12.7% | -22.9% | -19.7% |
| 1Y | +0.8% | +23.5% | -22.6% | -16.5% |
| 3Y | +158.8% | +50.6% | +108.2% | +85.0% |
| 5Y | +67.5% | +40.9% | +26.6% | +28.1% |
| 10Y | +230.0% | +125.5% | +104.5% | +72.7% |
| All | +308.6% | +134.6% | +174.0% | +110.4% |
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