+204.6%
SYF vs PTC
+326.2%
-121.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -4.7% | +0.8% | -5.5% | -5.0% |
| 30D | +0.6% | +0.7% | -0.2% | +0.3% |
| 3M | -6.8% | +32.6% | -39.4% | -19.8% |
| 6M | +0.5% | +33.6% | -33.0% | -14.9% |
| YTD | -11.1% | +12.4% | -23.6% | -18.9% |
| 1Y | +1.3% | +11.2% | -9.9% | -7.1% |
| 3Y | +164.6% | +31.7% | +133.0% | +120.2% |
| 5Y | +65.2% | +60.1% | +5.1% | +22.5% |
| 10Y | +204.6% | +317.2% | -112.6% | +36.0% |
| All | +204.6% | +326.2% | -121.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling