+101.8%
TXT vs PEGA
+99.2%
+2.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.2% | +3.1% |
| 7D | -3.5% | -10.0% | +6.5% | -1.4% |
| 30D | +15.2% | -12.7% | +27.8% | +18.3% |
| 3M | -4.5% | -4.6% | +0.1% | -4.2% |
| 6M | -6.1% | -13.1% | +7.0% | -4.9% |
| YTD | -2.0% | -47.6% | +45.6% | +10.2% |
| 1Y | +4.2% | -47.0% | +51.2% | +16.6% |
| 3Y | +14.4% | +42.0% | -27.6% | -10.1% |
| 5Y | +12.3% | -47.8% | +60.2% | +19.8% |
| 10Y | +101.8% | +92.0% | +9.9% | +45.1% |
| All | +101.8% | +99.2% | +2.7% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling