+130.4%
PM vs TPG
+74.1%
+56.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +4.7% | -9.4% | +14.1% | +5.3% |
| 30D | +2.6% | -5.3% | +7.9% | +2.9% |
| 3M | +6.6% | +12.9% | -6.4% | +5.6% |
| 6M | +16.5% | +20.1% | -3.6% | +14.7% |
| YTD | +21.2% | -22.5% | +43.7% | +23.2% |
| 1Y | +17.9% | -19.7% | +37.6% | +19.4% |
| 3Y | +129.8% | +81.2% | +48.6% | +106.8% |
| All | +130.4% | +74.1% | +56.2% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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