+803.8%
TRGP vs PEGA
+94.5%
+709.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.8% |
| 7D | +2.4% | -8.6% | +11.0% | +4.7% |
| 30D | +0.8% | -10.1% | +10.9% | +3.1% |
| 3M | +10.4% | -4.7% | +15.1% | +10.6% |
| 6M | +16.3% | -8.0% | +24.2% | +15.8% |
| YTD | +61.1% | -47.1% | +108.3% | +83.9% |
| 1Y | +71.6% | -47.5% | +119.1% | +95.8% |
| 3Y | +267.5% | +40.2% | +227.2% | +176.0% |
| 5Y | +488.1% | -45.7% | +533.9% | +522.0% |
| 10Y | +803.8% | +85.1% | +718.7% | +431.3% |
| All | +803.8% | +94.5% | +709.3% | +431.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling