+168.4%
SYF vs PEGA
+94.9%
+73.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | -3.3% | -4.6% | +1.3% | -2.0% |
| 30D | -2.2% | -6.8% | +4.6% | -0.3% |
| 3M | -9.3% | +2.6% | -11.9% | -10.7% |
| 6M | +2.1% | -5.4% | +7.4% | +1.6% |
| YTD | -12.6% | -46.0% | +33.4% | +1.9% |
| 1Y | -3.4% | -45.6% | +42.2% | +12.2% |
| 3Y | +156.5% | +43.2% | +113.3% | +97.2% |
| 5Y | +59.6% | -45.3% | +104.8% | +69.2% |
| All | +168.4% | +94.9% | +73.4% | +80.4% |
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