+2.9%
PCG vs TRGP
+83.8%
-81.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.2% | +3.5% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | -15.1% | +14.6% | -29.7% | -16.6% |
| 3M | -9.8% | +11.9% | -21.8% | -11.3% |
| 6M | -18.0% | +25.3% | -43.3% | -21.3% |
| YTD | -7.2% | +61.9% | -69.1% | -16.0% |
| 1Y | +2.9% | +87.3% | -84.4% | -8.9% |
| All | +2.9% | +83.8% | -81.0% | -8.9% |
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