+68.6%
PAAS vs TRGP
+2,231.3%
-2,162.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +6.8% | +11.5% | -4.7% | +4.1% |
| 3M | -2.9% | +9.0% | -11.9% | -5.2% |
| 6M | -16.4% | +20.5% | -36.9% | -20.5% |
| YTD | 0.0% | +59.5% | -59.5% | -10.5% |
| 1Y | +54.3% | +77.9% | -23.6% | +34.6% |
| 3Y | +230.7% | +253.6% | -22.9% | +148.1% |
| 5Y | +111.6% | +615.5% | -503.8% | +37.3% |
| 10Y | +211.7% | +897.1% | -685.4% | +61.0% |
| All | +68.6% | +2,231.3% | -2,162.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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