+5.0%
SYK vs PEGA
-45.8%
+50.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -3.9% | -2.3% |
| 7D | -12.3% | -5.3% | -7.0% | -11.6% |
| 30D | -22.4% | +8.3% | -30.7% | -23.5% |
| 3M | -12.3% | +8.9% | -21.3% | -13.8% |
| 6M | -24.3% | -19.7% | -4.6% | -22.5% |
| YTD | -22.8% | -39.9% | +17.1% | -17.8% |
| 1Y | -28.8% | -36.4% | +7.6% | -25.2% |
| 3Y | -4.0% | +52.8% | -56.8% | -16.8% |
| All | +5.0% | -45.8% | +50.8% | +16.4% |
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 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