+263.2%
SYF vs PEGA
+175.4%
+87.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.4% |
| 7D | +2.6% | -2.4% | +5.0% | +3.4% |
| 30D | 0.0% | +9.6% | -9.6% | -3.0% |
| 3M | +11.9% | +2.3% | +9.6% | +9.7% |
| 6M | +18.9% | -23.9% | +42.8% | +26.7% |
| YTD | -4.6% | -39.8% | +35.2% | +8.1% |
| 1Y | +6.4% | -37.4% | +43.8% | +18.2% |
| 3Y | +167.2% | +53.1% | +114.0% | +103.3% |
| 5Y | +92.3% | -47.2% | +139.6% | +111.1% |
| 10Y | +263.2% | +174.3% | +88.8% | +115.8% |
| All | +263.2% | +175.4% | +87.8% | +115.8% |
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