+714.0%
TRGP vs PCOR
-9.2%
+723.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | -5.8% | +20.7% | -26.5% | -8.4% |
| 30D | -1.5% | +35.7% | -37.2% | -5.9% |
| 3M | +6.1% | +31.1% | -25.0% | +1.5% |
| 6M | +14.4% | +43.1% | -28.8% | +7.4% |
| YTD | +55.3% | +4.8% | +50.5% | +52.4% |
| 1Y | +69.1% | -3.7% | +72.8% | +68.6% |
| 3Y | +254.3% | +46.5% | +207.8% | +223.6% |
| 5Y | +471.4% | -17.3% | +488.7% | +427.4% |
| All | +714.0% | -9.2% | +723.2% | +655.6% |
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