+340.9%
SYF vs PEGA
+246.6%
+94.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | +2.4% | +3.3% | -0.9% | +1.4% |
| 30D | +0.8% | +17.7% | -16.9% | -4.2% |
| 3M | +13.4% | +5.8% | +7.6% | +10.1% |
| 6M | +16.3% | -20.3% | +36.6% | +22.0% |
| YTD | -3.0% | -37.1% | +34.1% | +8.1% |
| 1Y | +5.7% | -30.2% | +35.9% | +13.2% |
| 3Y | +160.1% | +48.1% | +112.0% | +103.8% |
| 5Y | +88.5% | -46.8% | +135.3% | +101.4% |
| 10Y | +263.1% | +191.3% | +71.8% | +126.0% |
| All | +340.9% | +246.6% | +94.3% | +162.4% |
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 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