+255.9%
TXG vs PEGA
-44.6%
+300.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -20.4% | -4.1% | -16.3% | -20.2% |
| 3M | +0.1% | -2.8% | +2.9% | -0.4% |
| 6M | +176.2% | -0.4% | +176.6% | +172.1% |
| YTD | +256.8% | -45.4% | +302.2% | +310.3% |
| 1Y | +255.9% | -42.6% | +298.5% | +299.6% |
| All | +255.9% | -44.6% | +300.5% | +299.6% |
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