+251.0%
SNY vs PEGA
+1,603.1%
-1,352.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.4% |
| 7D | -3.6% | -6.1% | +2.5% | -2.9% |
| 30D | -1.4% | +6.4% | -7.8% | -2.3% |
| 3M | -4.2% | +2.9% | -7.1% | -5.0% |
| 6M | +2.0% | -23.8% | +25.8% | +4.7% |
| YTD | -6.7% | -41.1% | +34.4% | -1.5% |
| 1Y | -4.7% | -38.2% | +33.5% | -0.4% |
| 3Y | -8.1% | +49.8% | -58.0% | -17.7% |
| 5Y | +8.2% | -48.0% | +56.2% | +8.8% |
| 10Y | +64.8% | +173.1% | -108.3% | +24.5% |
| All | +251.0% | +1,603.1% | -1,352.1% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling