+1,672.6%
TSM vs PEGA
+94.9%
+1,577.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.4% |
| 7D | +14.8% | -4.6% | +19.4% | +16.0% |
| 30D | -8.9% | -6.8% | -2.1% | -7.6% |
| 3M | -5.3% | +2.6% | -7.8% | -6.8% |
| 6M | +2.6% | -5.4% | +7.9% | +1.6% |
| YTD | +34.5% | -46.0% | +80.5% | +52.1% |
| 1Y | +41.0% | -45.6% | +86.6% | +58.9% |
| 3Y | +333.1% | +43.2% | +290.0% | +240.9% |
| 5Y | +270.1% | -45.3% | +315.4% | +289.1% |
| All | +1,672.6% | +94.9% | +1,577.7% | +1,116.7% |
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 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