+66.5%
SYF vs PEGA
-45.3%
+111.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | +0.3% |
| 7D | -2.1% | -4.5% | +2.4% | -1.2% |
| 30D | +2.5% | -5.7% | +8.2% | +3.7% |
| 3M | -6.3% | +2.6% | -8.8% | -7.3% |
| 6M | -1.5% | -10.6% | +9.1% | -0.3% |
| YTD | -10.5% | -45.5% | +35.0% | +0.3% |
| 1Y | +1.5% | -44.8% | +46.3% | +13.3% |
| 3Y | +163.3% | +45.5% | +117.7% | +122.2% |
| All | +66.5% | -45.3% | +111.8% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling