+427.2%
TXG vs PEGA
-37.1%
+464.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -1.7% |
| 7D | +5.0% | -5.3% | +10.3% | +6.0% |
| 30D | +13.5% | +8.3% | +5.2% | +11.7% |
| 3M | +128.0% | +8.9% | +119.1% | +123.8% |
| 6M | +224.4% | -19.7% | +244.2% | +238.6% |
| YTD | +307.0% | -39.9% | +346.9% | +342.3% |
| 1Y | +427.2% | -36.4% | +463.6% | +464.0% |
| All | +427.2% | -37.1% | +464.4% | +464.0% |
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 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