+850.1%
TRGP vs PNR
+66.2%
+784.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.1% | -6.0% | +6.1% | +3.7% |
| 30D | +8.0% | -14.0% | +22.0% | +17.7% |
| 3M | +8.3% | -21.7% | +29.9% | +22.3% |
| 6M | +23.9% | -37.3% | +61.2% | +58.0% |
| YTD | +59.6% | -45.1% | +104.8% | +119.6% |
| 1Y | +79.4% | -49.1% | +128.6% | +158.7% |
| 3Y | +269.4% | -14.8% | +284.3% | +255.5% |
| 5Y | +641.6% | -21.0% | +662.7% | +631.7% |
| All | +850.1% | +66.2% | +784.0% | +413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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