+3.9%
PEP vs TRGP
+631.5%
-627.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.7% | +14.6% | -13.9% | 0.0% |
| 3M | -0.5% | +11.9% | -12.5% | -1.1% |
| 6M | -11.3% | +25.3% | -36.6% | -12.4% |
| YTD | -0.6% | +61.9% | -62.5% | -3.2% |
| 1Y | +1.7% | +87.3% | -85.6% | -1.8% |
| 3Y | -12.5% | +268.0% | -280.5% | -21.6% |
| 5Y | +3.9% | +638.2% | -634.3% | -11.7% |
| All | +3.9% | +631.5% | -627.6% | -11.7% |
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