+181.6%
TRV vs PCG
+6.9%
+174.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +0.1% | -2.0% | +2.0% | +0.5% |
| 30D | +8.0% | -2.7% | +10.7% | +8.6% |
| 3M | +9.3% | -25.1% | +34.4% | +15.2% |
| 6M | +36.2% | -22.3% | +58.5% | +42.1% |
| YTD | +40.6% | -18.5% | +59.1% | +44.6% |
| 1Y | +43.1% | -21.8% | +64.9% | +48.5% |
| 3Y | +149.6% | -21.0% | +170.6% | +156.4% |
| 5Y | +181.6% | +8.1% | +173.6% | +161.0% |
| All | +181.6% | +6.9% | +174.7% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling