+255.9%
PFE vs TRGP
+2,108.2%
-1,852.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -4.0% | -0.8% |
| 7D | -4.7% | -7.2% | +2.5% | -4.1% |
| 30D | +3.4% | -4.2% | +7.5% | +3.6% |
| 3M | +9.2% | +7.0% | +2.3% | +8.4% |
| 6M | +15.8% | +11.2% | +4.6% | +14.4% |
| YTD | +23.4% | +51.1% | -27.7% | +18.7% |
| 1Y | +25.8% | +62.0% | -36.2% | +20.2% |
| 3Y | +17.8% | +248.2% | -230.3% | +4.8% |
| 5Y | -20.2% | +432.4% | -452.6% | -31.9% |
| 10Y | +49.6% | +739.5% | -689.9% | +18.1% |
| All | +255.9% | +2,108.2% | -1,852.2% | +101.2% |
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 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