+679.5%
TSEM vs PEGA
+48.1%
+631.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.7% |
| 7D | +10.4% | -2.4% | +12.8% | +10.7% |
| 30D | -12.9% | +9.6% | -22.6% | -14.0% |
| 3M | -9.2% | +2.3% | -11.5% | -9.6% |
| 6M | +98.8% | -23.9% | +122.7% | +108.2% |
| YTD | +87.2% | -39.8% | +127.0% | +104.3% |
| 1Y | +239.0% | -37.4% | +276.4% | +265.2% |
| 3Y | +679.5% | +53.1% | +626.4% | +609.7% |
| All | +679.5% | +48.1% | +631.4% | +609.7% |
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