+23.7%
SYY vs PEGA
+52.4%
-28.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | -2.8% | -2.4% | -0.4% | -2.7% |
| 30D | -5.3% | +9.6% | -14.9% | -5.4% |
| 3M | +5.1% | +2.3% | +2.8% | +4.9% |
| 6M | -5.0% | -23.9% | +18.9% | -4.6% |
| YTD | +10.7% | -39.8% | +50.5% | +11.8% |
| 1Y | +0.7% | -37.4% | +38.1% | +1.5% |
| All | +23.7% | +52.4% | -28.7% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling