+432.4%
TRGP vs PEGA
-47.0%
+479.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +3.8% |
| 7D | -7.2% | -10.0% | +2.8% | -6.1% |
| 30D | -4.2% | -12.7% | +8.5% | -2.9% |
| 3M | +7.0% | -4.6% | +11.5% | +7.0% |
| 6M | +11.2% | -13.1% | +24.3% | +12.0% |
| YTD | +51.1% | -47.6% | +98.7% | +62.1% |
| 1Y | +62.0% | -47.0% | +109.0% | +73.3% |
| 3Y | +248.2% | +42.0% | +206.2% | +208.1% |
| 5Y | +432.4% | -47.8% | +480.2% | +428.3% |
| All | +432.4% | -47.0% | +479.4% | +428.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling