+483.2%
PCAR vs TRGP
+2,231.3%
-1,748.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | +5.9% | +9.0% | -3.1% | +3.6% |
| 6M | +0.4% | +20.5% | -20.1% | -4.0% |
| YTD | +14.8% | +59.5% | -44.7% | +3.5% |
| 1Y | +30.1% | +77.9% | -47.8% | +14.4% |
| 3Y | +66.7% | +253.6% | -186.9% | +26.3% |
| 5Y | +166.1% | +615.5% | -449.3% | +73.3% |
| 10Y | +353.7% | +897.1% | -543.4% | +140.9% |
| All | +483.2% | +2,231.3% | -1,748.1% | +92.1% |
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 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