+61.9%
SNY vs PEGA
+184.6%
-122.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -3.3% | -3.0% | -0.3% | -3.1% |
| 30D | -2.2% | +15.9% | -18.0% | -3.5% |
| 3M | -3.0% | +10.8% | -13.9% | -4.2% |
| 6M | +2.7% | -16.5% | +19.2% | +3.8% |
| YTD | -6.8% | -39.0% | +32.2% | -3.5% |
| 1Y | -5.3% | -37.3% | +32.0% | -2.3% |
| 3Y | -9.8% | +59.2% | -69.0% | -17.4% |
| 5Y | +9.7% | -44.9% | +54.5% | +14.7% |
| All | +61.9% | +184.6% | -122.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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