Holiday Beef Tenderloin With Parsley-Red Pepper Sauce

Ingredients

• 1 large roasted red pepper, cut into small dice
• 1 cup parsley leaves, chopped coarse
• 6 cornichons, sliced thin, plus 2 teaspoon cornichon juice
• ¼ cup capers
• 2 scallion, sliced thin
• ½ cup plus 2 tablespoons olive oil, divided
• Kosher salt and ground black pepper
• 1 beef tenderloin, peeled, trimmed of excess fat, and tied, crosswise, at 1-inch intervals (about 7 pounds if buying an unpeeled tenderloin, 4 to 5 pounds if tenderloin has already been peeled)