+3.2%
PEP vs TRGP
+73.9%
-70.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.3% |
| 7D | +1.1% | +2.4% | -1.3% | +1.1% |
| 30D | +13.6% | +0.8% | +12.8% | +13.3% |
| 3M | +5.1% | +10.4% | -5.3% | +4.9% |
| 6M | -1.6% | +16.3% | -17.9% | -2.1% |
| YTD | +3.3% | +61.1% | -57.8% | -0.4% |
| 1Y | +3.2% | +71.6% | -68.4% | +0.1% |
| All | +3.2% | +73.9% | -70.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling