+376.9%
PCAR vs TRGP
+2,035.2%
-1,658.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.2% | -1.9% |
| 7D | +0.1% | -16.0% | +16.1% | +3.4% |
| 30D | -4.6% | -6.4% | +1.9% | -3.5% |
| 3M | -22.6% | -1.0% | -21.6% | -22.8% |
| 6M | -12.0% | +7.0% | -18.9% | -13.9% |
| YTD | -6.1% | +46.1% | -52.2% | -14.1% |
| 1Y | +6.3% | +58.7% | -52.4% | -4.5% |
| 3Y | +31.8% | +221.9% | -190.1% | +1.6% |
| 5Y | +104.2% | +419.9% | -315.7% | +41.1% |
| 10Y | +302.9% | +769.8% | -466.9% | +119.9% |
| All | +376.9% | +2,035.2% | -1,658.3% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling