+848.9%
PM vs TRV
+1,312.1%
-463.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +2.0% | -1.5% | -0.2% |
| 30D | -3.2% | +6.7% | -9.9% | -5.5% |
| 3M | +6.2% | +9.4% | -3.1% | +2.8% |
| 6M | +7.7% | +37.7% | -30.0% | -4.4% |
| YTD | +27.3% | +40.6% | -13.3% | +12.1% |
| 1Y | +32.8% | +42.4% | -9.7% | +16.4% |
| 3Y | +150.0% | +148.1% | +1.9% | +75.4% |
| 5Y | +164.2% | +181.7% | -17.4% | +74.3% |
| 10Y | +265.7% | +352.6% | -86.9% | +96.0% |
| All | +848.9% | +1,312.1% | -463.2% | +234.9% |
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