+2,189.3%
TRGP vs PSLV
+57.9%
+2,131.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +1.1% |
| 7D | -0.6% | -4.9% | +4.3% | +0.3% |
| 30D | +10.0% | -1.9% | +11.8% | +10.1% |
| 3M | +7.6% | +4.2% | +3.4% | +6.1% |
| 6M | +26.8% | -27.6% | +54.4% | +32.7% |
| YTD | +60.6% | -11.7% | +72.2% | +56.4% |
| 1Y | +82.5% | +49.3% | +33.2% | +56.2% |
| 3Y | +265.0% | +167.1% | +97.9% | +169.3% |
| 5Y | +645.9% | +151.7% | +494.2% | +451.8% |
| 10Y | +850.6% | +187.0% | +663.7% | +561.2% |
| All | +2,189.3% | +57.9% | +2,131.4% | +1,616.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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