+542.7%
PBR vs TRGP
+628.1%
-85.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +22.9% | +8.0% | +14.8% | +18.0% |
| 3M | +19.6% | +8.3% | +11.4% | +14.8% |
| 6M | +16.5% | +23.9% | -7.4% | +4.3% |
| YTD | +86.7% | +59.6% | +27.0% | +47.5% |
| 1Y | +74.7% | +79.4% | -4.7% | +29.8% |
| 3Y | +102.6% | +269.4% | -166.9% | -4.2% |
| All | +542.7% | +628.1% | -85.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling