+2,174.7%
TRGP vs PEGA
+361.1%
+1,813.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.8% | +3.3% | -2.5% | 0.0% |
| 30D | +11.5% | +17.7% | -6.2% | +6.8% |
| 3M | +9.0% | +5.8% | +3.2% | +6.0% |
| 6M | +20.5% | -20.3% | +40.8% | +24.8% |
| YTD | +59.5% | -37.1% | +96.7% | +73.5% |
| 1Y | +77.9% | -30.2% | +108.1% | +86.6% |
| 3Y | +253.6% | +48.1% | +205.5% | +179.6% |
| 5Y | +615.5% | -46.8% | +662.3% | +632.9% |
| 10Y | +897.1% | +191.3% | +705.8% | +552.2% |
| All | +2,174.7% | +361.1% | +1,813.6% | +1,214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling