+159.2%
PR vs TRGP
+1,371.6%
-1,212.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -1.0% | -0.7% |
| 7D | -0.5% | +2.4% | -2.9% | -2.9% |
| 30D | -4.6% | +0.8% | -5.4% | -5.7% |
| 3M | +4.7% | +10.4% | -5.7% | -5.4% |
| 6M | +12.4% | +16.3% | -3.8% | -3.5% |
| YTD | +62.9% | +61.1% | +1.7% | +2.5% |
| 1Y | +70.6% | +71.6% | -1.0% | +1.1% |
| 3Y | +90.0% | +267.5% | -177.5% | -46.2% |
| 5Y | +255.5% | +488.1% | -232.6% | -31.0% |
| 10Y | +78.7% | +803.8% | -725.0% | -72.1% |
| All | +159.2% | +1,371.6% | -1,212.4% | -58.7% |
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