+333.7%
SYF vs PSLV
+162.0%
+171.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +2.6% | +2.7% | -0.1% | +2.3% |
| 30D | 0.0% | +3.5% | -3.4% | -0.4% |
| 3M | +11.9% | +0.3% | +11.6% | +11.6% |
| 6M | +18.9% | -21.0% | +39.9% | +21.2% |
| YTD | -4.6% | -8.9% | +4.3% | -6.4% |
| 1Y | +6.4% | +54.0% | -47.6% | -3.6% |
| 3Y | +167.2% | +175.4% | -8.3% | +120.6% |
| 5Y | +92.3% | +157.7% | -65.3% | +58.1% |
| 10Y | +263.2% | +184.9% | +78.3% | +172.6% |
| All | +333.7% | +162.0% | +171.7% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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