+3,908.7%
PG vs TRV
+6,607.4%
-2,698.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -1.5% | -1.8% | +0.3% | -1.1% |
| 3M | -3.4% | +21.6% | -24.9% | -8.2% |
| 6M | -7.0% | +22.5% | -29.4% | -11.8% |
| YTD | +2.0% | +28.1% | -26.2% | -4.4% |
| 1Y | -6.5% | +37.0% | -43.5% | -13.8% |
| 3Y | +1.2% | +141.9% | -140.7% | -19.8% |
| 5Y | +12.8% | +158.5% | -145.7% | -12.8% |
| 10Y | +117.7% | +297.5% | -179.9% | +47.0% |
| All | +3,908.7% | +6,607.4% | -2,698.7% | +1,090.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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