+128.7%
PM vs TRGP
+639.4%
-510.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -0.2% | +9.5% | -9.6% | -1.6% |
| 3M | +4.9% | +10.8% | -5.9% | +3.1% |
| 6M | +9.0% | +25.3% | -16.3% | +5.1% |
| YTD | +17.8% | +60.3% | -42.5% | +9.4% |
| 1Y | +16.8% | +84.6% | -67.7% | +6.0% |
| 3Y | +125.4% | +264.4% | -138.9% | +74.6% |
| 5Y | +128.7% | +636.6% | -507.9% | +47.5% |
| All | +128.7% | +639.4% | -510.7% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling