+132.4%
TXN vs PEGA
+44.6%
+87.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +12.3% | -4.6% | +16.9% | +12.5% |
| 30D | +9.1% | -6.8% | +15.9% | +9.3% |
| 3M | +13.5% | +2.6% | +11.0% | +13.2% |
| 6M | +6.9% | -5.4% | +12.3% | +7.0% |
| YTD | +84.0% | -46.0% | +130.1% | +94.7% |
| 1Y | +95.8% | -45.6% | +141.4% | +106.7% |
| All | +132.4% | +44.6% | +87.9% | +100.7% |
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