+453.0%
TXT vs PEGA
+1,209.2%
-756.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -4.8% | +3.3% | -8.1% | -5.2% |
| 30D | -10.6% | +17.7% | -28.4% | -12.5% |
| 3M | -13.2% | +5.8% | -19.0% | -14.3% |
| 6M | -20.3% | -20.3% | -0.1% | -18.9% |
| YTD | -9.3% | -37.1% | +27.9% | -5.3% |
| 1Y | -2.7% | -30.2% | +27.5% | -0.1% |
| 3Y | +1.4% | +48.1% | -46.7% | -8.1% |
| 5Y | +9.6% | -46.8% | +56.3% | +9.8% |
| 10Y | +94.9% | +191.3% | -96.4% | +59.7% |
| All | +453.0% | +1,209.2% | -756.3% | +241.9% |
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