+2,233.0%
TRGP vs PHM
+2,088.2%
+144.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +2.2% |
| 7D | +9.0% | -6.1% | +15.1% | +11.2% |
| 30D | +1.5% | +13.7% | -12.2% | -3.5% |
| 3M | +10.7% | -1.5% | +12.3% | +10.1% |
| 6M | +17.1% | +11.3% | +5.9% | +10.3% |
| YTD | +63.6% | +8.9% | +54.7% | +53.6% |
| 1Y | +77.0% | +6.1% | +70.9% | +67.3% |
| 3Y | +273.2% | +57.7% | +215.5% | +191.0% |
| 5Y | +508.6% | +159.0% | +349.6% | +274.9% |
| 10Y | +817.8% | +676.2% | +141.6% | +285.8% |
| All | +2,233.0% | +2,088.2% | +144.8% | +628.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling