+2,174.7%
TRGP vs PHM
+2,041.3%
+133.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.8% |
| 30D | +11.5% | -6.4% | +17.9% | +13.6% |
| 3M | +9.0% | +5.5% | +3.5% | +5.7% |
| 6M | +20.5% | -5.4% | +25.9% | +20.5% |
| YTD | +59.5% | +6.6% | +52.9% | +52.2% |
| 1Y | +77.9% | -8.8% | +86.7% | +78.6% |
| 3Y | +253.6% | +54.1% | +199.5% | +179.2% |
| 5Y | +615.5% | +144.5% | +471.0% | +353.4% |
| 10Y | +897.1% | +569.4% | +327.7% | +340.8% |
| All | +2,174.7% | +2,041.3% | +133.4% | +621.7% |
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