+61.0%
SYF vs PTC
+60.7%
+0.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | +1.2% | +1.2% | 0.0% | +0.8% |
| 3M | -9.4% | +27.4% | -36.7% | -18.5% |
| 6M | +4.4% | +39.2% | -34.8% | -10.9% |
| YTD | -11.9% | +12.5% | -24.4% | -16.9% |
| 1Y | -0.4% | +12.3% | -12.7% | -6.0% |
| 3Y | +159.6% | +28.8% | +130.7% | +121.9% |
| All | +61.0% | +60.7% | +0.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling