+87.9%
TRGP vs PPG
+38.5%
+49.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -3.4% |
| 7D | -6.5% | +7.5% | -13.9% | -4.8% |
| 30D | -0.4% | +20.9% | -21.3% | +3.6% |
| 3M | +8.8% | +8.7% | +0.1% | +11.4% |
| 6M | +11.0% | +23.8% | -12.8% | +13.8% |
| YTD | +57.4% | +26.5% | +30.9% | +62.1% |
| 1Y | +87.9% | +37.6% | +50.3% | +92.8% |
| All | +87.9% | +38.5% | +49.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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