-0.3%
SYF vs PEGA
-47.6%
+47.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.2% |
| 7D | -4.3% | -10.0% | +5.7% | -2.9% |
| 30D | +1.0% | -12.7% | +13.7% | +2.8% |
| 3M | -6.4% | -4.6% | -1.8% | -6.1% |
| 6M | +1.0% | -13.1% | +14.1% | +2.5% |
| YTD | -10.7% | -47.6% | +36.8% | +0.2% |
| All | -0.3% | -47.6% | +47.3% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling