+559.7%
PNC vs TRGP
+2,242.0%
-1,682.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -4.4% | +9.5% | -13.9% | -6.7% |
| 3M | +4.5% | +10.8% | -6.3% | +1.4% |
| 6M | +19.1% | +25.3% | -6.3% | +11.6% |
| YTD | +18.0% | +60.3% | -42.2% | +3.6% |
| 1Y | +24.1% | +84.6% | -60.5% | +4.7% |
| 3Y | +130.0% | +264.4% | -134.3% | +61.6% |
| 5Y | +50.4% | +636.6% | -586.2% | -12.3% |
| 10Y | +271.3% | +848.9% | -577.6% | +73.0% |
| All | +559.7% | +2,242.0% | -1,682.3% | +78.8% |
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