+168.2%
PCAR vs TRGP
+631.5%
-463.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -7.7% | +14.6% | -22.3% | -11.0% |
| 3M | +3.7% | +11.9% | -8.2% | +0.2% |
| 6M | +2.3% | +25.3% | -23.0% | -4.6% |
| YTD | +12.8% | +61.9% | -49.1% | -2.5% |
| 1Y | +27.8% | +87.3% | -59.5% | +5.4% |
| 3Y | +61.8% | +268.0% | -206.2% | +7.6% |
| 5Y | +168.2% | +638.2% | -470.0% | +37.9% |
| All | +168.2% | +631.5% | -463.3% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling