-75.2%
PCG vs TRGP
+843.4%
-918.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.2% | +3.3% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | -15.1% | +14.6% | -29.7% | -18.1% |
| 3M | -9.8% | +11.9% | -21.8% | -12.7% |
| 6M | -18.0% | +25.3% | -43.3% | -23.1% |
| YTD | -7.2% | +61.9% | -69.1% | -18.6% |
| 1Y | +2.9% | +87.3% | -84.4% | -13.2% |
| 3Y | -11.1% | +268.0% | -279.1% | -38.0% |
| 5Y | +61.8% | +638.2% | -576.4% | -6.6% |
| 10Y | -75.2% | +821.9% | -897.1% | -88.6% |
| All | -75.2% | +843.4% | -918.5% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling