+244.2%
PR vs TPG
+81.4%
+162.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -3.2% |
| 7D | -12.4% | +3.1% | -15.5% | -13.4% |
| 30D | -6.6% | +9.7% | -16.3% | -10.0% |
| 3M | +7.5% | +2.5% | +5.0% | +5.3% |
| 6M | +10.8% | +14.0% | -3.2% | +3.3% |
| YTD | +57.0% | -19.3% | +76.3% | +65.7% |
| 1Y | +67.9% | -5.8% | +73.7% | +65.0% |
| 3Y | +87.6% | +80.1% | +7.4% | +40.9% |
| All | +244.2% | +81.4% | +162.8% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling