+79.3%
PR vs TRGP
+252.7%
-173.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.6% |
| 7D | +2.9% | +0.8% | +2.1% | +2.3% |
| 30D | +18.0% | +11.5% | +6.5% | +7.3% |
| 3M | +16.9% | +9.0% | +7.9% | +8.4% |
| 6M | +28.2% | +20.5% | +7.7% | +8.9% |
| YTD | +69.3% | +59.5% | +9.8% | +13.4% |
| 1Y | +69.5% | +77.9% | -8.4% | +3.2% |
| All | +79.3% | +252.7% | -173.4% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling