+360.8%
TSN vs PEGA
+1,209.2%
-848.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -6.3% | +3.3% | -9.6% | -6.5% |
| 30D | -10.8% | +17.7% | -28.6% | -11.9% |
| 3M | -8.8% | +5.8% | -14.6% | -9.4% |
| 6M | -16.8% | -20.3% | +3.4% | -15.9% |
| YTD | -10.0% | -37.1% | +27.1% | -7.7% |
| 1Y | -5.3% | -30.2% | +24.9% | -3.8% |
| 3Y | +8.5% | +48.1% | -39.6% | +2.5% |
| 5Y | -22.9% | -46.8% | +23.9% | -23.1% |
| 10Y | -12.6% | +191.3% | -204.0% | -23.2% |
| All | +360.8% | +1,209.2% | -848.4% | +232.8% |
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