+157.1%
TRV vs PBF
+778.8%
-621.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.3% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | -2.3% | +15.8% | -18.2% | -3.2% |
| 3M | +22.7% | +90.3% | -67.6% | +17.7% |
| 6M | +21.9% | +102.8% | -80.9% | +15.9% |
| YTD | +27.5% | +187.3% | -159.9% | +17.8% |
| 1Y | +36.2% | +161.8% | -125.6% | +26.3% |
| 3Y | +140.6% | +55.5% | +85.1% | +127.3% |
| All | +157.1% | +778.8% | -621.7% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling