+538.1%
PM vs TRGP
+2,231.3%
-1,693.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | -3.4% | +11.5% | -14.9% | -4.7% |
| 3M | +5.2% | +9.0% | -3.8% | +3.9% |
| 6M | +3.7% | +20.5% | -16.8% | +1.2% |
| YTD | +15.8% | +59.5% | -43.8% | +9.1% |
| 1Y | +17.4% | +77.9% | -60.5% | +9.0% |
| 3Y | +116.9% | +253.6% | -136.6% | +83.0% |
| 5Y | +117.3% | +615.5% | -498.2% | +66.9% |
| 10Y | +193.8% | +897.1% | -703.4% | +95.5% |
| All | +538.1% | +2,231.3% | -1,693.2% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling