+744.3%
TRGP vs PCOR
-7.7%
+752.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +3.5% |
| 7D | +2.4% | +2.5% | -0.2% | +2.1% |
| 30D | +0.8% | +37.9% | -37.1% | -3.9% |
| 3M | +10.4% | +32.0% | -21.6% | +5.5% |
| 6M | +16.3% | +54.7% | -38.5% | +7.9% |
| YTD | +61.1% | +6.6% | +54.6% | +57.7% |
| 1Y | +71.6% | -1.7% | +73.3% | +70.6% |
| 3Y | +267.5% | +49.0% | +218.5% | +235.0% |
| 5Y | +488.1% | -12.5% | +500.7% | +439.9% |
| All | +744.3% | -7.7% | +752.0% | +682.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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