+2,205.8%
SYY vs PEGA
+1,209.2%
+996.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -2.3% | +3.3% | -5.6% | -2.5% |
| 30D | -4.9% | +17.7% | -22.7% | -5.9% |
| 3M | +8.4% | +5.8% | +2.6% | +7.8% |
| 6M | -7.4% | -20.3% | +12.9% | -6.5% |
| YTD | +11.0% | -37.1% | +48.1% | +13.3% |
| 1Y | -0.2% | -30.2% | +30.0% | +1.0% |
| 3Y | +23.8% | +48.1% | -24.3% | +17.8% |
| 5Y | +18.1% | -46.8% | +64.9% | +17.8% |
| 10Y | +94.6% | +191.3% | -96.7% | +78.0% |
| All | +2,205.8% | +1,209.2% | +996.6% | +1,755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling