+268.7%
PR vs TPG
+78.3%
+190.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +6.0% | +5.0% | +0.9% | +4.2% |
| 30D | -4.2% | +15.7% | -19.9% | -9.3% |
| 3M | +10.0% | -10.6% | +20.5% | +13.1% |
| 6M | +15.6% | +15.9% | -0.3% | +7.1% |
| YTD | +68.2% | -20.6% | +88.8% | +78.3% |
| 1Y | +79.2% | -11.8% | +91.0% | +80.9% |
| 3Y | +94.9% | +71.6% | +23.3% | +48.9% |
| All | +268.7% | +78.3% | +190.3% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling