+500.5%
TRGP vs PCOR
-11.9%
+512.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +12.4% | +3.0% | +9.3% | +11.9% |
| 30D | +2.6% | +38.7% | -36.1% | -2.4% |
| 3M | +11.9% | +24.9% | -13.0% | +7.8% |
| 6M | +13.9% | +68.8% | -54.9% | +3.9% |
| YTD | +64.2% | +6.7% | +57.5% | +60.8% |
| 1Y | +78.5% | +3.0% | +75.5% | +76.0% |
| 3Y | +272.9% | +48.6% | +224.3% | +238.4% |
| All | +500.5% | -11.9% | +512.4% | +451.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling