+1,370.0%
PH vs TRGP
+2,231.3%
-861.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.1% | +0.8% | -3.8% | -3.3% |
| 30D | -3.2% | +11.5% | -14.8% | -6.6% |
| 3M | +10.6% | +9.0% | +1.6% | +7.1% |
| 6M | -2.1% | +20.5% | -22.6% | -8.6% |
| YTD | +10.2% | +59.5% | -49.3% | -5.9% |
| 1Y | +28.2% | +77.9% | -49.7% | +5.4% |
| 3Y | +134.9% | +253.6% | -118.7% | +56.1% |
| 5Y | +253.6% | +615.5% | -361.8% | +88.5% |
| 10Y | +804.7% | +897.1% | -92.4% | +261.9% |
| All | +1,370.0% | +2,231.3% | -861.3% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling