-63.5%
TXG vs PEGA
-48.2%
-15.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +3.6% |
| 7D | +9.1% | -6.1% | +15.3% | +12.2% |
| 30D | +14.9% | +6.4% | +8.5% | +11.1% |
| 3M | +120.0% | +2.9% | +117.1% | +111.7% |
| 6M | +221.8% | -23.8% | +245.6% | +256.0% |
| YTD | +312.6% | -41.1% | +353.6% | +409.0% |
| 1Y | +398.4% | -38.2% | +436.7% | +489.3% |
| 3Y | +42.1% | +49.8% | -7.8% | -12.6% |
| 5Y | -63.5% | -48.0% | -15.4% | -59.7% |
| All | -63.5% | -48.2% | -15.3% | -59.7% |
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 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