+15.8%
TSN vs PEGA
-46.9%
+62.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +5.8% | -8.2% | +14.1% | +6.1% |
| 30D | +12.8% | -11.6% | +24.4% | +13.2% |
| 3M | +6.5% | -4.2% | +10.6% | +6.4% |
| 6M | -10.3% | -12.0% | +1.7% | -10.8% |
| YTD | +5.5% | -46.9% | +52.4% | +6.7% |
| 1Y | +15.8% | -47.0% | +62.8% | +17.0% |
| All | +15.8% | -46.9% | +62.7% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling