-6.0%
TSN vs PEGA
+176.8%
-182.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.8% | +2.1% |
| 7D | -5.0% | -2.4% | -2.6% | -4.8% |
| 30D | -9.1% | +9.6% | -18.7% | -10.1% |
| 3M | -7.4% | +2.3% | -9.7% | -8.1% |
| 6M | -13.4% | -23.9% | +10.5% | -11.5% |
| YTD | -8.5% | -39.8% | +31.3% | -4.4% |
| 1Y | -3.2% | -37.4% | +34.2% | +0.4% |
| 3Y | +11.5% | +53.1% | -41.7% | -1.4% |
| 5Y | -19.5% | -47.2% | +27.7% | -15.4% |
| All | -6.0% | +176.8% | -182.9% | -32.5% |
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