+7,992.9%
TXN vs PEGA
+1,209.2%
+6,783.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -0.1% | +3.3% | -3.4% | -0.5% |
| 30D | -6.9% | +17.7% | -24.7% | -9.2% |
| 3M | -14.9% | +5.8% | -20.7% | -16.3% |
| 6M | +29.0% | -20.3% | +49.3% | +31.2% |
| YTD | +51.5% | -37.1% | +88.6% | +58.2% |
| 1Y | +41.6% | -30.2% | +71.8% | +45.0% |
| 3Y | +65.8% | +48.1% | +17.7% | +47.3% |
| 5Y | +56.8% | -46.8% | +103.6% | +56.3% |
| 10Y | +387.5% | +191.3% | +196.1% | +284.3% |
| All | +7,992.9% | +1,209.2% | +6,783.6% | +3,619.2% |
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