+85.6%
SYF vs PSKY
-71.8%
+157.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.6% |
| 7D | -1.3% | -6.8% | +5.5% | 0.0% |
| 30D | -1.1% | +10.2% | -11.3% | -3.0% |
| 3M | +7.4% | +0.3% | +7.1% | +7.0% |
| 6M | +16.2% | -7.8% | +24.0% | +17.2% |
| YTD | -6.1% | -23.0% | +16.8% | -2.7% |
| 1Y | +3.4% | -31.6% | +35.0% | +8.6% |
| 3Y | +162.9% | -21.3% | +184.2% | +148.3% |
| 5Y | +85.6% | -71.5% | +157.0% | +146.2% |
| All | +85.6% | -71.8% | +157.4% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling