+340.9%
SYF vs PTC
+280.2%
+60.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +2.7% |
| 7D | +2.4% | -10.3% | +12.7% | +7.2% |
| 30D | +0.8% | +1.1% | -0.3% | -0.3% |
| 3M | +13.4% | +1.6% | +11.8% | +10.7% |
| 6M | +16.3% | -13.5% | +29.8% | +21.4% |
| YTD | -3.0% | -19.1% | +16.0% | +4.1% |
| 1Y | +5.7% | -33.9% | +39.6% | +24.3% |
| 3Y | +160.1% | -3.9% | +164.0% | +154.1% |
| 5Y | +88.5% | +6.0% | +82.5% | +71.8% |
| 10Y | +263.1% | +223.7% | +39.3% | +85.2% |
| All | +340.9% | +280.2% | +60.7% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling