+620.9%
TRGP vs PPG
-24.1%
+645.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +0.1% | -6.2% | +6.3% | +1.6% |
| 30D | +8.0% | -7.9% | +16.0% | +10.1% |
| 3M | +8.3% | -10.2% | +18.5% | +10.4% |
| 6M | +23.9% | +2.7% | +21.3% | +20.3% |
| YTD | +59.6% | +4.9% | +54.8% | +53.4% |
| 1Y | +79.4% | -3.2% | +82.6% | +76.8% |
| 3Y | +269.4% | -17.0% | +286.4% | +275.6% |
| All | +620.9% | -24.1% | +645.0% | +617.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling