+269.4%
TRGP vs PPG
-17.4%
+286.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.1% | -6.2% | +6.3% | +0.6% |
| 30D | +8.0% | -7.9% | +16.0% | +8.7% |
| 3M | +8.3% | -10.2% | +18.5% | +9.0% |
| 6M | +23.9% | +2.7% | +21.3% | +21.2% |
| YTD | +59.6% | +4.9% | +54.8% | +55.2% |
| 1Y | +79.4% | -3.2% | +82.6% | +77.7% |
| 3Y | +269.4% | -17.0% | +286.4% | +256.6% |
| All | +269.4% | -17.4% | +286.8% | +256.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling