+213.5%
PH vs TRGP
+474.6%
-261.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.2% |
| 7D | +2.1% | -5.8% | +7.9% | +4.4% |
| 30D | +0.3% | -1.5% | +1.8% | +0.4% |
| 3M | -8.8% | +6.1% | -14.9% | -11.7% |
| 6M | +10.0% | +14.4% | -4.3% | +2.4% |
| YTD | +10.5% | +55.3% | -44.9% | -11.5% |
| 1Y | +15.5% | +69.1% | -53.6% | -11.3% |
| 3Y | +136.4% | +254.3% | -117.9% | +28.8% |
| All | +213.5% | +474.6% | -261.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling