+8.0%
TXT vs PEGA
+43.4%
-35.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.8% |
| 7D | -2.5% | -4.5% | +2.0% | -2.2% |
| 30D | +14.4% | -5.7% | +20.1% | +14.7% |
| 3M | -4.9% | +2.6% | -7.5% | -5.3% |
| 6M | -10.2% | -10.6% | +0.4% | -9.9% |
| YTD | -4.1% | -45.5% | +41.4% | +0.5% |
| 1Y | +4.0% | -44.8% | +48.7% | +8.7% |
| 3Y | +8.0% | +45.5% | -37.6% | -1.1% |
| All | +8.0% | +43.4% | -35.5% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling