+31.5%
PEG vs TRGP
+262.4%
-230.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | -2.8% | +10.0% | -12.7% | -5.0% |
| 3M | -6.9% | +7.6% | -14.5% | -8.8% |
| 6M | -11.4% | +26.8% | -38.2% | -17.0% |
| YTD | -7.4% | +60.6% | -67.9% | -18.7% |
| 1Y | -8.3% | +82.5% | -90.7% | -22.5% |
| All | +31.5% | +262.4% | -230.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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