+295.4%
TRV vs PCG
-76.0%
+371.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.7% |
| 7D | +0.2% | +6.5% | -6.3% | -0.4% |
| 30D | -2.3% | -16.7% | +14.4% | -1.0% |
| 3M | +22.7% | -14.2% | +36.9% | +24.0% |
| 6M | +21.9% | -21.5% | +43.4% | +24.2% |
| YTD | +27.5% | -11.2% | +38.7% | +28.3% |
| 1Y | +36.2% | -4.2% | +40.4% | +36.1% |
| 3Y | +140.6% | -14.9% | +155.5% | +142.2% |
| 5Y | +154.5% | +54.2% | +100.3% | +142.9% |
| 10Y | +295.4% | -75.3% | +370.8% | +301.4% |
| All | +295.4% | -76.0% | +371.4% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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