+797.8%
PH vs TRGP
+863.3%
-65.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -11.0% | +8.0% | -19.0% | -13.5% |
| 3M | +5.5% | +8.3% | -2.7% | +2.1% |
| 6M | +1.5% | +23.9% | -22.4% | -6.9% |
| YTD | +8.8% | +59.6% | -50.9% | -8.9% |
| 1Y | +24.5% | +79.4% | -54.9% | -0.3% |
| 3Y | +141.2% | +269.4% | -128.3% | +50.4% |
| 5Y | +256.3% | +641.6% | -385.3% | +74.1% |
| All | +797.8% | +863.3% | -65.4% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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