+1,359.4%
PH vs TRGP
+2,299.4%
-940.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +4.1% | +12.4% | -8.2% | +0.5% |
| 30D | -0.1% | +2.6% | -2.7% | -1.1% |
| 3M | -9.6% | +11.9% | -21.4% | -13.1% |
| 6M | +8.5% | +13.9% | -5.4% | +3.2% |
| YTD | +9.4% | +64.2% | -54.8% | -7.8% |
| 1Y | +14.2% | +78.5% | -64.3% | -6.3% |
| 3Y | +134.0% | +272.9% | -138.9% | +52.5% |
| 5Y | +203.8% | +510.7% | -306.9% | +68.9% |
| 10Y | +695.6% | +821.0% | -125.3% | +223.0% |
| All | +1,359.4% | +2,299.4% | -940.0% | +242.5% |
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