+169.5%
PR vs TRGP
+1,357.0%
-1,187.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.5% |
| 7D | +2.9% | +0.8% | +2.1% | +2.2% |
| 30D | +18.0% | +11.5% | +6.5% | +6.0% |
| 3M | +16.9% | +9.0% | +7.9% | +7.2% |
| 6M | +28.2% | +20.5% | +7.7% | +6.5% |
| YTD | +69.3% | +59.5% | +9.8% | +8.0% |
| 1Y | +69.5% | +77.9% | -8.4% | -3.0% |
| 3Y | +81.7% | +253.6% | -171.9% | -46.5% |
| 5Y | +422.2% | +615.5% | -193.2% | -14.0% |
| 10Y | +110.4% | +897.1% | -786.7% | -66.6% |
| All | +169.5% | +1,357.0% | -1,187.5% | -56.5% |
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 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