+578.4%
TRV vs PBF
+303.9%
+274.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -0.1% | +4.3% | -4.4% | -0.6% |
| 30D | -3.4% | +22.0% | -25.4% | -5.6% |
| 3M | +26.4% | +74.5% | -48.1% | +18.1% |
| 6M | +19.3% | +67.7% | -48.4% | +11.1% |
| YTD | +28.3% | +179.2% | -150.8% | +12.3% |
| 1Y | +34.3% | +170.0% | -135.7% | +17.1% |
| 3Y | +140.1% | +66.4% | +73.8% | +115.3% |
| 5Y | +155.7% | +764.5% | -608.8% | +76.8% |
| 10Y | +285.5% | +358.5% | -73.0% | +149.8% |
| All | +578.4% | +303.9% | +274.5% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling