+82.2%
PR vs TRGP
+819.3%
-737.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +0.5% |
| 7D | +6.7% | +9.0% | -2.3% | -2.2% |
| 30D | -6.1% | +1.5% | -7.7% | -7.9% |
| 3M | +6.9% | +10.7% | -3.9% | -4.3% |
| 6M | +14.6% | +17.1% | -2.5% | -3.2% |
| YTD | +66.1% | +63.6% | +2.5% | +0.5% |
| 1Y | +77.0% | +77.0% | 0.0% | -1.0% |
| 3Y | +93.8% | +273.2% | -179.3% | -49.8% |
| 5Y | +268.2% | +508.6% | -240.4% | -37.5% |
| All | +82.2% | +819.3% | -737.1% | -75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling