+405.4%
TXG vs PEGA
-44.4%
+449.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -19.3% | -2.9% | -16.4% | -18.9% |
| 30D | -30.9% | -0.5% | -30.4% | -31.0% |
| 3M | +41.1% | +8.5% | +32.6% | +37.7% |
| 6M | +211.9% | -6.3% | +218.1% | +215.7% |
| YTD | +314.0% | -42.2% | +356.2% | +388.9% |
| 1Y | +405.4% | -43.4% | +448.8% | +536.3% |
| All | +405.4% | -44.4% | +449.8% | +536.3% |
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