+275.3%
PR vs TPG
+78.6%
+196.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +1.2% |
| 7D | -0.8% | -6.5% | +5.7% | +1.4% |
| 30D | +11.3% | +0.1% | +11.2% | +10.6% |
| 3M | +24.1% | +14.5% | +9.6% | +16.7% |
| 6M | +25.4% | +17.3% | +8.0% | +15.5% |
| YTD | +71.2% | -20.5% | +91.7% | +82.8% |
| 1Y | +78.6% | -13.2% | +91.9% | +82.3% |
| 3Y | +85.2% | +87.7% | -2.5% | +37.5% |
| All | +275.3% | +78.6% | +196.7% | +158.9% |
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