+103.2%
TXT vs PEGA
+170.9%
-67.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | +0.8% | -6.1% | +7.0% | +2.2% |
| 30D | -10.4% | +6.4% | -16.8% | -11.9% |
| 3M | -14.3% | +2.9% | -17.3% | -15.8% |
| 6M | -15.1% | -23.8% | +8.7% | -11.3% |
| YTD | -8.3% | -41.1% | +32.7% | +0.8% |
| 1Y | -0.7% | -38.2% | +37.5% | +7.2% |
| 3Y | +6.0% | +49.8% | -43.9% | -16.5% |
| 5Y | +12.5% | -48.0% | +60.5% | +22.7% |
| 10Y | +103.2% | +173.1% | -70.0% | +30.2% |
| All | +103.2% | +170.9% | -67.7% | +30.2% |
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 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