+340.9%
SYF vs PSKY
-75.9%
+416.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +0.8% | +24.0% | -23.1% | -5.2% |
| 3M | +13.4% | +2.2% | +11.2% | +12.2% |
| 6M | +16.3% | -9.0% | +25.3% | +17.9% |
| YTD | -3.0% | -18.1% | +15.1% | -0.1% |
| 1Y | +5.7% | -25.1% | +30.8% | +9.7% |
| 3Y | +160.1% | -16.3% | +176.4% | +135.5% |
| 5Y | +88.5% | -70.4% | +158.9% | +133.3% |
| 10Y | +263.1% | -74.2% | +337.2% | +214.1% |
| All | +340.9% | -75.9% | +416.8% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling