+10.3%
TXG vs PEGA
-7.5%
+17.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -2.1% |
| 7D | -1.8% | +0.1% | -1.9% | -2.2% |
| 30D | -20.4% | -4.1% | -16.3% | -19.6% |
| 3M | +0.1% | -2.8% | +2.9% | -0.5% |
| 6M | +176.2% | -0.4% | +176.6% | +163.4% |
| YTD | +256.8% | -45.4% | +302.2% | +349.7% |
| 1Y | +255.9% | -42.6% | +298.5% | +335.6% |
| 3Y | +60.2% | +45.4% | +14.8% | -0.7% |
| 5Y | -65.1% | -44.6% | -20.5% | -63.6% |
| All | +10.3% | -7.5% | +17.8% | -15.6% |
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