+8.7%
TXT vs PEGA
-44.4%
+53.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +10.6% | -2.9% | +13.5% | +10.5% |
| 30D | +14.4% | -0.5% | +14.9% | +14.3% |
| 3M | -2.7% | +8.5% | -11.2% | -2.6% |
| 6M | -4.7% | -6.3% | +1.6% | -4.5% |
| YTD | -0.5% | -42.2% | +41.7% | +1.2% |
| 1Y | +8.7% | -43.4% | +52.2% | +12.4% |
| All | +8.7% | -44.4% | +53.2% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling