+19.0%
PM vs TRGP
+84.8%
-65.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +1.9% | +10.0% | -8.1% | +0.3% |
| 3M | +4.6% | +7.6% | -3.0% | +3.2% |
| 6M | +11.7% | +26.8% | -15.1% | +7.3% |
| YTD | +20.4% | +60.6% | -40.2% | +11.4% |
| 1Y | +19.0% | +82.5% | -63.5% | +7.3% |
| All | +19.0% | +84.8% | -65.8% | +7.3% |
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