+65.2%
PR vs TRGP
+757.5%
-692.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +4.5% |
| 7D | -16.4% | -16.0% | -0.4% | -1.1% |
| 30D | -1.9% | -6.4% | +4.6% | +4.5% |
| 3M | +8.0% | -1.0% | +8.9% | +7.9% |
| 6M | +4.1% | +7.0% | -2.9% | -3.8% |
| YTD | +58.7% | +46.1% | +12.6% | +7.4% |
| 1Y | +75.8% | +58.7% | +17.1% | +9.6% |
| 3Y | +73.2% | +221.9% | -148.7% | -48.0% |
| 5Y | +230.1% | +419.9% | -189.7% | -34.4% |
| All | +65.2% | +757.5% | -692.3% | -75.5% |
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