-5.1%
PCG vs TRGP
+80.7%
-85.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -13.9% | +0.8% | -14.6% | -14.0% |
| 30D | -16.9% | +11.5% | -28.4% | -18.3% |
| 3M | -14.7% | +9.0% | -23.7% | -15.9% |
| 6M | -23.8% | +20.5% | -44.3% | -26.5% |
| YTD | -10.5% | +59.5% | -70.0% | -19.3% |
| 1Y | -5.1% | +77.9% | -83.0% | -16.1% |
| All | -5.1% | +80.7% | -85.8% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling