+145.3%
TRV vs PCOR
+43.8%
+101.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -0.3% | +22.7% | -23.0% | -1.6% |
| 30D | +9.6% | +37.5% | -27.9% | +7.4% |
| 3M | +2.7% | +35.2% | -32.5% | +0.6% |
| 6M | +32.0% | +42.2% | -10.2% | +28.4% |
| YTD | +37.8% | +3.6% | +34.2% | +36.6% |
| 1Y | +45.2% | -4.8% | +50.0% | +44.8% |
| 3Y | +145.3% | +48.3% | +96.9% | +146.0% |
| All | +145.3% | +43.8% | +101.5% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 3y: compounded portfolio wealth divided by compounded PCOR 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…
3y analysis · Full analysis span regression · 6 months rolling