+67.6%
PCAR vs TRGP
+263.5%
-195.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -6.2% | +11.5% | -17.7% | -8.3% |
| 3M | +5.9% | +9.0% | -3.1% | +3.7% |
| 6M | +0.4% | +20.5% | -20.1% | -4.4% |
| YTD | +14.8% | +59.5% | -44.7% | +1.3% |
| 1Y | +30.1% | +77.9% | -47.8% | +10.9% |
| All | +67.6% | +263.5% | -195.9% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling