+157.7%
TRV vs PCOR
-30.9%
+188.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -1.2% |
| 7D | -0.1% | -9.0% | +8.8% | +0.2% |
| 30D | -3.4% | +4.2% | -7.6% | -3.6% |
| 3M | +26.4% | +14.4% | +12.0% | +25.5% |
| 6M | +19.3% | +0.2% | +19.1% | +18.8% |
| YTD | +28.3% | -20.3% | +48.6% | +28.8% |
| 1Y | +34.3% | -16.1% | +50.4% | +34.4% |
| 3Y | +140.1% | -14.7% | +154.9% | +138.8% |
| 5Y | +155.7% | -43.2% | +198.9% | +151.2% |
| All | +157.7% | -30.9% | +188.7% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling