+735.9%
TRGP vs PCOR
-30.9%
+766.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.6% |
| 7D | +0.8% | -9.0% | +9.7% | +2.1% |
| 30D | +11.5% | +4.2% | +7.3% | +10.6% |
| 3M | +9.0% | +14.4% | -5.4% | +6.3% |
| 6M | +20.5% | +0.2% | +20.3% | +19.1% |
| YTD | +59.5% | -20.3% | +79.8% | +63.4% |
| 1Y | +77.9% | -16.1% | +94.0% | +80.1% |
| 3Y | +253.6% | -14.7% | +268.3% | +249.6% |
| 5Y | +615.5% | -43.2% | +658.6% | +590.3% |
| All | +735.9% | -30.9% | +766.8% | +710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling