+37.4%
PEG vs TRGP
+628.1%
-590.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -3.7% | +8.0% | -11.8% | -5.5% |
| 3M | -7.3% | +8.3% | -15.5% | -9.2% |
| 6M | -10.5% | +23.9% | -34.4% | -15.3% |
| YTD | -7.5% | +59.6% | -67.1% | -17.8% |
| 1Y | -8.7% | +79.4% | -88.2% | -21.5% |
| 3Y | +31.4% | +269.4% | -238.1% | -4.4% |
| All | +37.4% | +628.1% | -590.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling