+293.8%
TRV vs PBF
+367.4%
-73.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | -1.8% | +11.6% | -13.4% | -3.1% |
| 3M | +21.6% | +81.7% | -60.2% | +13.0% |
| 6M | +22.5% | +96.4% | -74.0% | +12.0% |
| YTD | +28.1% | +189.5% | -161.3% | +11.3% |
| 1Y | +37.0% | +180.7% | -143.7% | +18.6% |
| 3Y | +141.9% | +56.6% | +85.3% | +118.3% |
| 5Y | +158.5% | +802.0% | -643.5% | +75.0% |
| All | +293.8% | +367.4% | -73.6% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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