+243.4%
PEP vs TRGP
+2,231.3%
-1,987.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | +0.2% | +11.5% | -11.3% | -0.5% |
| 3M | -1.1% | +9.0% | -10.1% | -1.7% |
| 6M | -13.5% | +20.5% | -34.0% | -14.6% |
| YTD | -1.2% | +59.5% | -60.7% | -4.1% |
| 1Y | -1.6% | +77.9% | -79.5% | -5.2% |
| 3Y | -12.5% | +253.6% | -266.1% | -20.0% |
| 5Y | +3.0% | +615.5% | -612.4% | -10.5% |
| 10Y | +73.9% | +897.1% | -823.2% | +41.2% |
| All | +243.4% | +2,231.3% | -1,987.9% | +123.2% |
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