+49.9%
TRV vs PEG
-6.2%
+56.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +3.9% | +1.0% | +2.8% | +3.6% |
| 30D | +13.5% | +6.6% | +6.8% | +11.8% |
| 3M | +8.9% | -3.1% | +12.0% | +9.6% |
| 6M | +36.8% | -7.4% | +44.1% | +38.9% |
| YTD | +42.7% | -6.4% | +49.1% | +44.4% |
| 1Y | +49.9% | -7.4% | +57.3% | +51.8% |
| All | +49.9% | -6.2% | +56.0% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling