+786.5%
TSEM vs PEGA
+97.3%
+689.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.2% |
| 7D | +7.0% | +0.1% | +6.9% | +6.8% |
| 30D | -29.8% | -4.1% | -25.6% | -29.5% |
| 3M | -41.9% | -2.8% | -39.1% | -42.3% |
| 6M | -45.8% | -0.4% | -45.3% | -47.5% |
| YTD | +25.1% | -45.4% | +70.5% | +39.5% |
| 1Y | +48.2% | -42.6% | +90.9% | +63.1% |
| 3Y | +476.5% | +45.4% | +431.1% | +352.9% |
| 5Y | +301.4% | -44.6% | +346.0% | +331.6% |
| All | +786.5% | +97.3% | +689.2% | +446.3% |
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 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