+79.1%
PEP vs TRGP
+827.0%
-747.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +0.3% | +9.5% | -9.1% | -0.2% |
| 3M | -3.2% | +10.8% | -14.1% | -3.9% |
| 6M | -13.6% | +25.3% | -38.9% | -14.8% |
| YTD | -1.9% | +60.3% | -62.1% | -4.7% |
| 1Y | -0.6% | +84.6% | -85.2% | -4.3% |
| 3Y | -13.6% | +264.4% | -277.9% | -20.9% |
| 5Y | +3.2% | +636.6% | -633.4% | -10.0% |
| 10Y | +79.1% | +848.9% | -769.9% | +49.6% |
| All | +79.1% | +827.0% | -747.9% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling