-29.8%
SYK vs PEGA
-37.0%
+7.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -3.9% | -2.2% |
| 7D | -12.3% | -5.3% | -7.0% | -11.7% |
| 30D | -22.4% | +8.3% | -30.7% | -23.2% |
| 3M | -12.3% | +8.9% | -21.3% | -13.9% |
| 6M | -24.3% | -19.7% | -4.6% | -24.3% |
| YTD | -22.8% | -39.9% | +17.1% | -20.7% |
| All | -29.8% | -37.0% | +7.1% | -28.9% |
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