+14.1%
PCG vs TRGP
+415.2%
-401.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.3% |
| 7D | -1.6% | -16.0% | +14.4% | +2.8% |
| 30D | +1.4% | -6.4% | +7.9% | +2.8% |
| 3M | -23.4% | -1.0% | -22.4% | -23.8% |
| 6M | -19.4% | +7.0% | -26.3% | -21.8% |
| YTD | -18.5% | +46.1% | -64.6% | -28.1% |
| 1Y | -19.5% | +58.7% | -78.2% | -30.9% |
| 3Y | -21.0% | +221.9% | -242.9% | -47.6% |
| All | +14.1% | +415.2% | -401.0% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling