+11.6%
TSN vs PEGA
+97.3%
-85.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +8.5% | -4.1% | +12.6% | +8.9% |
| 3M | +5.3% | -2.8% | +8.1% | +5.3% |
| 6M | -10.5% | -0.4% | -10.1% | -11.1% |
| YTD | +3.0% | -45.4% | +48.3% | +8.6% |
| 1Y | +12.1% | -42.6% | +54.8% | +17.5% |
| 3Y | +43.1% | +45.4% | -2.3% | +26.8% |
| 5Y | -15.1% | -44.6% | +29.5% | -12.6% |
| All | +11.6% | +97.3% | -85.8% | -6.6% |
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