+147.8%
PR vs TRGP
+1,270.9%
-1,123.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.2% | -0.6% |
| 7D | -16.5% | -12.6% | -3.9% | -5.4% |
| 30D | -4.5% | -4.5% | 0.0% | -0.4% |
| 3M | +8.5% | +4.9% | +3.6% | +3.0% |
| 6M | -3.3% | +5.6% | -8.9% | -9.0% |
| YTD | +55.7% | +50.1% | +5.6% | +5.0% |
| 1Y | +82.0% | +70.2% | +11.8% | +9.1% |
| 3Y | +62.5% | +228.5% | -166.0% | -48.8% |
| 5Y | +223.9% | +434.1% | -210.2% | -31.0% |
| 10Y | +64.2% | +793.6% | -729.3% | -72.5% |
| All | +147.8% | +1,270.9% | -1,123.1% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling