+111.5%
SYY vs PEGA
+180.6%
-69.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | +1.5% | -5.3% | +6.8% | +2.3% |
| 30D | -2.3% | +8.3% | -10.6% | -3.6% |
| 3M | +5.5% | +8.9% | -3.4% | +3.5% |
| 6M | -1.0% | -19.7% | +18.8% | +1.3% |
| YTD | +14.1% | -39.9% | +54.0% | +21.5% |
| 1Y | +5.6% | -36.4% | +41.9% | +10.6% |
| 3Y | +27.9% | +52.8% | -24.9% | +5.9% |
| 5Y | +22.7% | -45.7% | +68.4% | +31.7% |
| All | +111.5% | +180.6% | -69.0% | +56.0% |
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