+30.0%
TXG vs PEGA
+3.3%
+26.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.9% | +2.6% |
| 7D | +9.5% | -3.0% | +12.5% | +10.9% |
| 30D | +18.8% | +15.9% | +2.9% | +10.1% |
| 3M | +136.1% | +10.8% | +125.3% | +118.4% |
| 6M | +235.2% | -16.5% | +251.7% | +254.6% |
| YTD | +320.5% | -39.0% | +359.6% | +411.3% |
| 1Y | +425.2% | -37.3% | +462.5% | +517.5% |
| 3Y | +42.9% | +59.2% | -16.3% | -13.7% |
| 5Y | -62.8% | -44.9% | -17.9% | -60.4% |
| All | +30.0% | +3.3% | +26.8% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling