+849.8%
TSEM vs PEGA
+92.7%
+757.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.4% |
| 7D | -9.5% | -8.2% | -1.3% | -7.9% |
| 30D | -35.5% | -11.6% | -23.9% | -34.0% |
| 3M | -41.6% | -4.2% | -37.4% | -41.9% |
| 6M | -30.1% | -12.0% | -18.1% | -30.3% |
| YTD | +25.7% | -46.9% | +72.6% | +41.1% |
| 1Y | +50.5% | -47.0% | +97.4% | +69.1% |
| 3Y | +501.7% | +40.9% | +460.8% | +376.0% |
| 5Y | +310.9% | -45.4% | +356.3% | +341.5% |
| 10Y | +849.8% | +95.9% | +753.9% | +473.4% |
| All | +849.8% | +92.7% | +757.1% | +473.4% |
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