+268.0%
TRGP vs PEGA
+48.1%
+219.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.6% | +1.8% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | +14.6% | +9.6% | +4.9% | +13.5% |
| 3M | +11.9% | +2.3% | +9.6% | +11.5% |
| 6M | +25.3% | -23.9% | +49.2% | +28.9% |
| YTD | +61.9% | -39.8% | +101.6% | +71.3% |
| 1Y | +87.3% | -37.4% | +124.7% | +96.3% |
| 3Y | +268.0% | +53.1% | +214.9% | +229.9% |
| All | +268.0% | +48.1% | +219.9% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling