+691.7%
TRGP vs PCOR
-9.0%
+700.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | -7.2% | +22.2% | -29.4% | -9.9% |
| 30D | -4.2% | +36.0% | -40.2% | -8.5% |
| 3M | +7.0% | +34.0% | -27.0% | +2.0% |
| 6M | +11.2% | +43.5% | -32.3% | +4.4% |
| YTD | +51.1% | +5.1% | +46.0% | +48.2% |
| 1Y | +62.0% | -3.9% | +66.0% | +61.6% |
| 3Y | +248.2% | +52.9% | +195.3% | +216.0% |
| 5Y | +432.4% | -18.7% | +451.0% | +392.2% |
| All | +691.7% | -9.0% | +700.7% | +634.7% |
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