+20.4%
PFE vs TRGP
+86.2%
-65.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | +3.8% | +14.6% | -10.7% | +3.7% |
| 3M | +10.4% | +11.9% | -1.6% | +10.1% |
| 6M | +6.3% | +25.3% | -19.0% | +5.2% |
| YTD | +17.4% | +61.9% | -44.5% | +13.0% |
| All | +20.4% | +86.2% | -65.9% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling