+42.2%
TSN vs PEGA
+43.6%
-1.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.6% |
| 7D | +4.6% | -4.5% | +9.1% | +4.8% |
| 30D | +15.4% | -5.7% | +21.1% | +15.6% |
| 3M | +2.9% | +2.7% | +0.2% | +2.7% |
| 6M | -10.8% | -10.5% | -0.3% | -10.8% |
| YTD | +4.5% | -45.4% | +49.9% | +5.9% |
| 1Y | +19.5% | -44.7% | +64.3% | +21.0% |
| 3Y | +42.2% | +45.7% | -3.5% | +32.1% |
| All | +42.2% | +43.6% | -1.3% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling