+82.5%
TRGP vs PFG
+49.2%
+33.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -0.6% | -3.0% | +2.4% | -0.2% |
| 30D | +10.0% | +2.5% | +7.5% | +9.7% |
| 3M | +7.6% | +6.1% | +1.5% | +6.8% |
| 6M | +26.8% | +31.3% | -4.5% | +20.4% |
| YTD | +60.6% | +33.6% | +27.0% | +49.9% |
| 1Y | +82.5% | +48.5% | +34.0% | +66.3% |
| All | +82.5% | +49.2% | +33.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling