+340.9%
SYF vs PSA
+174.9%
+166.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +2.4% | -3.7% | +6.1% | +4.0% |
| 30D | +0.8% | -7.7% | +8.6% | +4.3% |
| 3M | +13.4% | -0.6% | +14.0% | +13.5% |
| 6M | +16.3% | -0.9% | +17.3% | +16.3% |
| YTD | -3.0% | +18.7% | -21.7% | -10.5% |
| 1Y | +5.7% | +7.6% | -1.9% | +1.4% |
| 3Y | +160.1% | +23.7% | +136.5% | +128.2% |
| 5Y | +88.5% | +13.7% | +74.9% | +68.1% |
| 10Y | +263.1% | +98.9% | +164.2% | +141.3% |
| All | +340.9% | +174.9% | +166.0% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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