+206.0%
SYF vs PEGA
+99.2%
+106.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.5% |
| 7D | -4.3% | -10.0% | +5.7% | -1.2% |
| 30D | +1.0% | -12.7% | +13.7% | +5.0% |
| 3M | -6.4% | -4.6% | -1.8% | -5.9% |
| 6M | +1.0% | -13.1% | +14.1% | +3.3% |
| YTD | -10.7% | -47.6% | +36.8% | +5.1% |
| 1Y | +1.8% | -47.0% | +48.8% | +19.2% |
| 3Y | +165.8% | +42.0% | +123.8% | +104.6% |
| 5Y | +65.9% | -47.8% | +113.8% | +79.1% |
| 10Y | +206.0% | +92.0% | +114.0% | +106.8% |
| All | +206.0% | +99.2% | +106.8% | +106.8% |
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