+124.3%
PM vs TRGP
+265.9%
-141.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -2.6% | +14.6% | -17.1% | -3.9% |
| 3M | +5.8% | +11.9% | -6.1% | +4.5% |
| 6M | +10.6% | +25.3% | -14.7% | +8.1% |
| YTD | +17.2% | +61.9% | -44.7% | +12.1% |
| 1Y | +17.6% | +87.3% | -69.6% | +11.2% |
| 3Y | +124.3% | +268.0% | -143.7% | +88.4% |
| All | +124.3% | +265.9% | -141.6% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling