+16.9%
SYY vs PEGA
-47.1%
+63.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | 0.0% |
| 7D | -2.8% | -2.4% | -0.4% | -2.6% |
| 30D | -5.3% | +9.6% | -14.9% | -5.8% |
| 3M | +5.1% | +2.3% | +2.8% | +4.7% |
| 6M | -5.0% | -23.9% | +18.9% | -3.8% |
| YTD | +10.7% | -39.8% | +50.5% | +13.4% |
| 1Y | +0.7% | -37.4% | +38.1% | +2.7% |
| 3Y | +24.0% | +53.1% | -29.1% | +14.4% |
| All | +16.9% | -47.1% | +63.9% | +25.3% |
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