+33.5%
TRV vs PBF
+180.3%
-146.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.6% |
| 7D | -1.5% | +2.3% | -3.8% | -1.4% |
| 30D | -1.8% | +11.6% | -13.4% | -1.5% |
| 3M | +21.6% | +81.7% | -60.2% | +22.3% |
| 6M | +22.5% | +96.4% | -74.0% | +22.9% |
| YTD | +28.1% | +189.5% | -161.3% | +28.2% |
| All | +33.5% | +180.3% | -146.8% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling