+13.4%
TSEM vs PEGA
+1,005.9%
-992.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | -9.5% | -8.2% | -1.3% | -8.5% |
| 30D | -35.5% | -11.6% | -23.9% | -34.5% |
| 3M | -41.6% | -4.2% | -37.4% | -41.7% |
| 6M | -30.1% | -12.0% | -18.1% | -30.2% |
| YTD | +25.7% | -46.9% | +72.6% | +33.6% |
| 1Y | +50.5% | -47.0% | +97.4% | +60.1% |
| 3Y | +501.7% | +40.9% | +460.8% | +442.6% |
| 5Y | +310.9% | -45.4% | +356.3% | +309.1% |
| 10Y | +849.8% | +95.9% | +753.9% | +696.8% |
| All | +13.4% | +1,005.9% | -992.6% | -52.8% |
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