+208.8%
PM vs TRV
+298.6%
-89.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +1.9% | -1.5% | +3.4% | +2.5% |
| 30D | +1.9% | -1.8% | +3.7% | +2.6% |
| 3M | +4.6% | +21.6% | -17.0% | -3.4% |
| 6M | +11.7% | +22.5% | -10.8% | +2.9% |
| YTD | +20.4% | +28.1% | -7.8% | +8.8% |
| 1Y | +19.0% | +37.0% | -18.1% | +4.6% |
| 3Y | +130.4% | +141.9% | -11.5% | +56.6% |
| 5Y | +131.5% | +158.5% | -27.0% | +49.8% |
| All | +208.8% | +298.6% | -89.8% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling