+153.9%
TRV vs PCG
+61.3%
+92.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.8% |
| 7D | +0.5% | +5.4% | -4.9% | -0.7% |
| 30D | -4.9% | -15.1% | +10.3% | -2.1% |
| 3M | +23.7% | -9.8% | +33.6% | +25.4% |
| 6M | +20.3% | -18.0% | +38.3% | +24.4% |
| YTD | +27.1% | -7.2% | +34.3% | +27.4% |
| 1Y | +35.3% | +2.9% | +32.5% | +32.2% |
| 3Y | +139.8% | -11.1% | +150.9% | +140.5% |
| 5Y | +153.9% | +61.8% | +92.1% | +112.7% |
| All | +153.9% | +61.3% | +92.6% | +112.7% |
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