+86.7%
SYY vs PEGA
+97.3%
-10.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -4.8% | -4.1% | -0.6% | -4.3% |
| 3M | -7.1% | -2.8% | -4.2% | -7.0% |
| 6M | +6.8% | -0.4% | +7.2% | +5.7% |
| YTD | +7.7% | -45.4% | +53.0% | +16.1% |
| 1Y | +5.7% | -42.6% | +48.3% | +12.8% |
| 3Y | +24.6% | +45.4% | -20.9% | +3.0% |
| 5Y | +15.6% | -44.6% | +60.2% | +21.5% |
| All | +86.7% | +97.3% | -10.7% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling