+268.0%
TRGP vs PFGC
+63.1%
+204.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +1.9% |
| 7D | -0.6% | -2.4% | +1.8% | 0.0% |
| 30D | +14.6% | -15.8% | +30.3% | +19.7% |
| 3M | +11.9% | -0.6% | +12.5% | +11.3% |
| 6M | +25.3% | +10.7% | +14.6% | +19.8% |
| YTD | +61.9% | +7.6% | +54.2% | +54.7% |
| 1Y | +87.3% | -7.8% | +95.1% | +91.0% |
| 3Y | +268.0% | +63.7% | +204.3% | +202.6% |
| All | +268.0% | +63.1% | +204.9% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling