+667.3%
TSEM vs PEGA
-47.9%
+715.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.6% |
| 7D | +10.4% | -2.4% | +12.8% | +10.8% |
| 30D | -12.9% | +9.6% | -22.6% | -14.2% |
| 3M | -9.2% | +2.3% | -11.5% | -10.1% |
| 6M | +98.8% | -23.9% | +122.7% | +106.0% |
| YTD | +87.2% | -39.8% | +127.0% | +100.9% |
| 1Y | +239.0% | -37.4% | +276.4% | +260.0% |
| 3Y | +679.5% | +53.1% | +626.4% | +588.6% |
| 5Y | +667.3% | -47.2% | +714.5% | +893.4% |
| All | +667.3% | -47.9% | +715.2% | +893.4% |
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 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