+763.1%
PM vs TRV
+1,189.1%
-425.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -4.9% | -0.1% | -4.7% | -4.8% |
| 30D | -3.4% | -3.4% | 0.0% | -2.2% |
| 3M | +5.2% | +26.4% | -21.2% | -3.6% |
| 6M | +3.7% | +19.3% | -15.6% | -2.9% |
| YTD | +15.8% | +28.3% | -12.6% | +5.5% |
| 1Y | +17.4% | +34.3% | -16.9% | +5.0% |
| 3Y | +116.9% | +140.1% | -23.2% | +53.8% |
| 5Y | +117.3% | +155.7% | -38.4% | +48.5% |
| 10Y | +193.8% | +285.5% | -91.8% | +66.5% |
| All | +763.1% | +1,189.1% | -425.9% | +215.1% |
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