+318.0%
PEG vs TRGP
+2,231.3%
-1,913.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | -2.4% | +11.5% | -13.9% | -3.9% |
| 3M | -4.8% | +9.0% | -13.8% | -6.0% |
| 6M | -10.7% | +20.5% | -31.2% | -13.1% |
| YTD | -6.7% | +59.5% | -66.2% | -12.5% |
| 1Y | -6.8% | +77.9% | -84.8% | -14.0% |
| 3Y | +34.5% | +253.6% | -219.1% | +13.5% |
| 5Y | +35.8% | +615.5% | -579.7% | +4.6% |
| 10Y | +141.7% | +897.1% | -755.4% | +59.7% |
| All | +318.0% | +2,231.3% | -1,913.3% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling