+285.9%
PCAR vs TRGP
+819.3%
-533.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | +2.1% | +9.0% | -6.9% | +0.4% |
| 30D | -1.2% | +1.5% | -2.7% | -1.7% |
| 3M | -18.6% | +10.7% | -29.3% | -20.5% |
| 6M | -5.1% | +17.1% | -22.2% | -8.6% |
| YTD | -1.8% | +63.6% | -65.4% | -11.8% |
| 1Y | +10.6% | +77.0% | -66.3% | -2.3% |
| 3Y | +34.9% | +273.2% | -238.2% | +2.2% |
| 5Y | +114.0% | +508.6% | -394.6% | +46.3% |
| All | +285.9% | +819.3% | -533.4% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling