+13,634.3%
TSM vs PEGA
+395.9%
+13,238.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.0% |
| 7D | +2.7% | +3.3% | -0.6% | +2.2% |
| 30D | +3.6% | +17.7% | -14.1% | +0.7% |
| 3M | -3.4% | +5.8% | -9.2% | -5.2% |
| 6M | +20.6% | -20.3% | +40.9% | +23.4% |
| YTD | +41.9% | -37.1% | +79.0% | +49.9% |
| 1Y | +84.4% | -30.2% | +114.6% | +90.6% |
| 3Y | +380.2% | +48.1% | +332.1% | +324.8% |
| 5Y | +275.3% | -46.8% | +322.1% | +279.1% |
| 10Y | +1,751.4% | +191.3% | +1,560.1% | +1,321.4% |
| All | +13,634.3% | +395.9% | +13,238.4% | +7,197.3% |
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