+90.1%
PEP vs TRGP
+826.3%
-736.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | 0.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.9% |
| 30D | +13.6% | +0.8% | +12.8% | +13.5% |
| 3M | +5.1% | +10.4% | -5.3% | +4.4% |
| 6M | -1.6% | +16.3% | -17.9% | -2.6% |
| YTD | +3.3% | +61.1% | -57.8% | +0.3% |
| 1Y | +3.2% | +71.6% | -68.4% | -0.2% |
| 3Y | -3.9% | +267.5% | -271.4% | -12.1% |
| 5Y | +4.0% | +488.1% | -484.1% | -8.2% |
| 10Y | +90.1% | +803.8% | -713.6% | +61.0% |
| All | +90.1% | +826.3% | -736.1% | +61.0% |
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 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