+87.9%
TRGP vs PEGA
-44.4%
+132.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.6% | -4.5% |
| 7D | -6.5% | -2.9% | -3.6% | -6.7% |
| 30D | -0.4% | -0.5% | +0.1% | -0.4% |
| 3M | +8.8% | +8.5% | +0.3% | +9.9% |
| 6M | +11.0% | -6.3% | +17.3% | +12.2% |
| YTD | +57.4% | -42.2% | +99.6% | +53.6% |
| 1Y | +87.9% | -43.4% | +131.3% | +82.7% |
| All | +87.9% | -44.4% | +132.3% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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