+48.5%
PPL vs TRGP
+415.2%
-366.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | +0.4% | -16.0% | +16.4% | +3.1% |
| 30D | +5.4% | -6.4% | +11.9% | +6.3% |
| 3M | +4.3% | -1.0% | +5.2% | +4.0% |
| 6M | -1.3% | +7.0% | -8.3% | -3.1% |
| YTD | +4.7% | +46.1% | -41.4% | -3.1% |
| 1Y | +1.3% | +58.7% | -57.4% | -7.8% |
| 3Y | +57.2% | +221.9% | -164.7% | +19.7% |
| All | +48.5% | +415.2% | -366.7% | +4.6% |
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