+409.5%
TRGP vs PCOR
-19.6%
+429.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -16.0% | +22.7% | -38.7% | -18.6% |
| 30D | -6.4% | +37.5% | -43.9% | -11.0% |
| 3M | -1.0% | +35.2% | -36.2% | -5.9% |
| 6M | +7.0% | +42.2% | -35.3% | +0.3% |
| YTD | +46.1% | +3.6% | +42.6% | +43.6% |
| 1Y | +58.7% | -4.8% | +63.4% | +58.6% |
| 3Y | +221.9% | +48.3% | +173.5% | +191.8% |
| All | +409.5% | -19.6% | +429.2% | +372.3% |
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