+38.5%
TXG vs PEGA
+48.1%
-9.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.2% | +8.9% | +5.9% |
| 7D | +9.4% | -2.4% | +11.8% | +10.1% |
| 30D | +26.1% | +9.6% | +16.5% | +22.4% |
| 3M | +124.8% | +2.3% | +122.5% | +120.6% |
| 6M | +215.2% | -23.9% | +239.1% | +238.8% |
| YTD | +302.2% | -39.8% | +342.0% | +362.3% |
| 1Y | +370.9% | -37.4% | +408.3% | +428.9% |
| 3Y | +38.5% | +53.1% | -14.6% | +4.7% |
| All | +38.5% | +48.1% | -9.5% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling