+167.2%
SYF vs PSKY
-12.8%
+179.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | +2.6% | +2.4% | +0.2% | +2.3% |
| 30D | 0.0% | +17.5% | -17.5% | -1.8% |
| 3M | +11.9% | +4.4% | +7.5% | +11.2% |
| 6M | +18.9% | -9.0% | +27.9% | +19.7% |
| YTD | -4.6% | -18.6% | +14.0% | -2.9% |
| 1Y | +6.4% | -27.7% | +34.1% | +9.2% |
| 3Y | +167.2% | -16.9% | +184.0% | +158.2% |
| All | +167.2% | -12.8% | +179.9% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling