+106.6%
PCAR vs TRGP
+415.2%
-308.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.2% | -1.8% |
| 7D | +0.1% | -16.0% | +16.1% | +4.0% |
| 30D | -4.6% | -6.4% | +1.9% | -3.5% |
| 3M | -22.6% | -1.0% | -21.6% | -23.0% |
| 6M | -12.0% | +7.0% | -18.9% | -14.6% |
| YTD | -6.1% | +46.1% | -52.2% | -17.2% |
| 1Y | +6.3% | +58.7% | -52.4% | -8.6% |
| 3Y | +31.8% | +221.9% | -190.1% | -9.5% |
| All | +106.6% | +415.2% | -308.5% | +17.1% |
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 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