+251.1%
PH vs TRGP
+639.4%
-388.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -10.3% | +9.5% | -19.7% | -13.8% |
| 3M | +5.1% | +10.8% | -5.8% | -0.1% |
| 6M | +2.3% | +25.3% | -23.0% | -8.7% |
| YTD | +8.7% | +60.3% | -51.6% | -13.6% |
| 1Y | +26.8% | +84.6% | -57.8% | -6.4% |
| 3Y | +139.2% | +264.4% | -125.2% | +29.1% |
| 5Y | +251.1% | +636.6% | -385.5% | +29.7% |
| All | +251.1% | +639.4% | -388.3% | +29.7% |
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