+9,453.4%
TXN vs PEGA
+1,037.5%
+8,415.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.0% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +8.7% | -4.1% | +12.8% | +9.2% |
| 3M | +11.6% | -2.8% | +14.4% | +11.6% |
| 6M | +0.1% | -0.4% | +0.5% | -1.2% |
| YTD | +78.8% | -45.4% | +124.2% | +89.9% |
| 1Y | +91.2% | -42.6% | +133.8% | +101.5% |
| 3Y | +125.8% | +45.4% | +80.4% | +100.4% |
| 5Y | +83.8% | -44.6% | +128.4% | +81.5% |
| 10Y | +469.9% | +91.2% | +378.7% | +374.1% |
| All | +9,453.4% | +1,037.5% | +8,415.9% | +4,363.5% |
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