-63.0%
TXG vs PEGA
-45.8%
-17.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -8.1% | -8.6% | +0.5% | -4.4% |
| 30D | -17.5% | -10.1% | -7.4% | -14.2% |
| 3M | +6.1% | -4.7% | +10.9% | +6.3% |
| 6M | +202.7% | -8.0% | +210.6% | +200.2% |
| YTD | +280.4% | -47.1% | +327.6% | +386.6% |
| 1Y | +274.0% | -47.5% | +321.5% | +378.3% |
| 3Y | +74.9% | +40.2% | +34.6% | +7.3% |
| 5Y | -63.0% | -45.7% | -17.3% | -56.8% |
| All | -63.0% | -45.8% | -17.2% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling