+306.8%
SYF vs PEGA
+200.8%
+106.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | +0.6% |
| 7D | -2.1% | -4.5% | +2.4% | -0.8% |
| 30D | +2.5% | -5.7% | +8.2% | +4.0% |
| 3M | -6.3% | +2.7% | -8.9% | -7.7% |
| 6M | -1.5% | -10.5% | +9.1% | -0.1% |
| YTD | -10.5% | -45.4% | +34.9% | +3.5% |
| 1Y | +1.5% | -44.7% | +46.2% | +16.8% |
| 3Y | +163.3% | +45.7% | +117.6% | +105.4% |
| 5Y | +66.8% | -45.3% | +112.0% | +72.7% |
| 10Y | +228.5% | +102.6% | +125.9% | +123.4% |
| All | +306.8% | +200.8% | +106.0% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling