+645.9%
TRGP vs PHM
+149.8%
+496.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -0.6% | -6.4% | +5.8% | +0.5% |
| 30D | +10.0% | -12.1% | +22.1% | +12.3% |
| 3M | +7.6% | -1.5% | +9.2% | +7.0% |
| 6M | +26.8% | -6.0% | +32.8% | +26.8% |
| YTD | +60.6% | -0.3% | +60.9% | +58.0% |
| 1Y | +82.5% | -13.3% | +95.8% | +85.0% |
| 3Y | +265.0% | +47.6% | +217.4% | +210.0% |
| 5Y | +645.9% | +154.7% | +491.2% | +401.2% |
| All | +645.9% | +149.8% | +496.1% | +401.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling