+270.9%
TRGP vs PHM
+50.2%
+220.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.9% |
| 7D | -0.7% | -3.9% | +3.1% | -0.4% |
| 30D | +9.5% | -8.6% | +18.0% | +10.1% |
| 3M | +10.8% | -2.9% | +13.7% | +10.5% |
| 6M | +25.3% | -5.7% | +31.0% | +25.4% |
| YTD | +60.3% | +1.9% | +58.4% | +58.1% |
| 1Y | +84.6% | -12.3% | +96.9% | +86.1% |
| All | +270.9% | +50.2% | +220.7% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling