+87.9%
TRGP vs PHM
+16.2%
+71.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.2% | -11.7% | -3.2% |
| 7D | -6.5% | +13.6% | -20.0% | -4.2% |
| 30D | -0.4% | +19.3% | -19.7% | +2.9% |
| 3M | +8.8% | +3.5% | +5.3% | +10.4% |
| 6M | +11.0% | +18.6% | -7.6% | +13.5% |
| YTD | +57.4% | +16.7% | +40.7% | +60.7% |
| 1Y | +87.9% | +14.6% | +73.2% | +91.5% |
| All | +87.9% | +16.2% | +71.7% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling