+367.9%
PCAR vs TRGP
+827.0%
-459.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -6.9% | +9.5% | -16.3% | -8.6% |
| 3M | +2.1% | +10.8% | -8.7% | -0.3% |
| 6M | +1.6% | +25.3% | -23.8% | -3.5% |
| YTD | +12.2% | +60.3% | -48.0% | +1.5% |
| 1Y | +28.0% | +84.6% | -56.5% | +12.2% |
| 3Y | +61.0% | +264.4% | -203.4% | +22.7% |
| 5Y | +163.9% | +636.6% | -472.6% | +74.7% |
| 10Y | +367.9% | +848.9% | -481.0% | +169.8% |
| All | +367.9% | +827.0% | -459.1% | +169.8% |
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