+620.9%
TRGP vs PNR
-21.7%
+642.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -6.0% | +6.1% | +1.9% |
| 30D | +8.0% | -14.0% | +22.0% | +12.9% |
| 3M | +8.3% | -21.7% | +29.9% | +15.5% |
| 6M | +23.9% | -37.3% | +61.2% | +41.6% |
| YTD | +59.6% | -45.1% | +104.8% | +90.9% |
| 1Y | +79.4% | -49.1% | +128.6% | +120.9% |
| 3Y | +269.4% | -14.8% | +284.3% | +265.2% |
| All | +620.9% | -21.7% | +642.6% | +612.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling