+34.3%
TRV vs PBR
+70.4%
-36.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.4% |
| 7D | -0.1% | +8.6% | -8.7% | +0.1% |
| 30D | -3.4% | +12.8% | -16.2% | -3.1% |
| 3M | +26.4% | +14.7% | +11.7% | +26.7% |
| 6M | +19.3% | +25.2% | -5.9% | +19.5% |
| YTD | +28.3% | +77.1% | -48.8% | +26.3% |
| 1Y | +34.3% | +69.6% | -35.3% | +32.0% |
| All | +34.3% | +70.4% | -36.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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