+2,207.9%
TRGP vs PNR
+232.4%
+1,975.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +3.0% |
| 7D | -0.6% | -3.0% | +2.4% | +1.2% |
| 30D | +14.6% | -14.9% | +29.5% | +25.6% |
| 3M | +11.9% | -19.0% | +31.0% | +23.8% |
| 6M | +25.3% | -35.9% | +61.2% | +57.9% |
| YTD | +61.9% | -43.1% | +105.0% | +117.8% |
| 1Y | +87.3% | -46.4% | +133.7% | +160.7% |
| 3Y | +268.0% | -10.8% | +278.8% | +250.0% |
| 5Y | +638.2% | -18.9% | +657.1% | +618.8% |
| 10Y | +821.9% | +64.4% | +757.5% | +446.9% |
| All | +2,207.9% | +232.4% | +1,975.5% | +823.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling