+207.7%
PPL vs TRGP
+2,035.2%
-1,827.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | +0.4% | -16.0% | +16.4% | +2.5% |
| 30D | +5.4% | -6.4% | +11.9% | +6.2% |
| 3M | +4.3% | -1.0% | +5.2% | +4.1% |
| 6M | -1.3% | +7.0% | -8.3% | -2.6% |
| YTD | +4.7% | +46.1% | -41.4% | -0.7% |
| 1Y | +1.3% | +58.7% | -57.4% | -5.0% |
| 3Y | +57.2% | +221.9% | -164.7% | +33.6% |
| 5Y | +48.2% | +419.9% | -371.6% | +17.8% |
| 10Y | +62.7% | +769.8% | -707.1% | +10.7% |
| All | +207.7% | +2,035.2% | -1,827.5% | +57.7% |
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