+18.8%
TXG vs PEGA
+6.4%
+12.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +1.8% | +3.3% | -1.5% | +0.2% |
| 30D | +32.0% | +17.7% | +14.3% | +21.9% |
| 3M | +87.0% | +5.8% | +81.2% | +77.6% |
| 6M | +180.1% | -20.3% | +200.3% | +203.9% |
| YTD | +284.1% | -37.1% | +321.3% | +361.1% |
| 1Y | +361.7% | -30.2% | +391.9% | +414.2% |
| 3Y | +15.9% | +48.1% | -32.2% | -26.1% |
| 5Y | -66.2% | -46.8% | -19.4% | -63.1% |
| All | +18.8% | +6.4% | +12.3% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling