+199.3%
PPL vs TRGP
+2,231.3%
-2,032.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +0.5% | +11.5% | -11.1% | -1.0% |
| 3M | +0.7% | +9.0% | -8.3% | -0.6% |
| 6M | -7.6% | +20.5% | -28.1% | -10.0% |
| YTD | +1.8% | +59.5% | -57.7% | -4.3% |
| 1Y | -0.8% | +77.9% | -78.7% | -8.2% |
| 3Y | +56.9% | +253.6% | -196.7% | +31.9% |
| 5Y | +39.5% | +615.5% | -576.0% | +6.9% |
| 10Y | +55.4% | +897.1% | -841.7% | +4.2% |
| All | +199.3% | +2,231.3% | -2,032.0% | +51.9% |
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