+260.9%
PM vs TRGP
+826.3%
-565.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.6% |
| 7D | -7.1% | +2.4% | -9.4% | -7.4% |
| 30D | -2.8% | +0.8% | -3.6% | -3.0% |
| 3M | +6.3% | +10.4% | -4.0% | +4.7% |
| 6M | +9.6% | +16.3% | -6.6% | +7.0% |
| YTD | +25.6% | +61.1% | -35.5% | +17.1% |
| 1Y | +29.7% | +71.6% | -42.0% | +19.8% |
| 3Y | +147.6% | +267.5% | -119.9% | +102.3% |
| 5Y | +160.1% | +488.1% | -328.0% | +96.8% |
| 10Y | +260.9% | +803.8% | -542.9% | +136.9% |
| All | +260.9% | +826.3% | -565.4% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling