+293.8%
TRV vs PEG
+148.3%
+145.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.0% |
| 30D | -1.8% | -2.8% | +0.9% | -0.5% |
| 3M | +21.6% | -6.9% | +28.5% | +25.8% |
| 6M | +22.5% | -11.4% | +33.9% | +29.6% |
| YTD | +28.1% | -7.4% | +35.5% | +32.2% |
| 1Y | +37.0% | -8.3% | +45.3% | +41.7% |
| 3Y | +141.9% | +31.5% | +110.3% | +101.1% |
| 5Y | +158.5% | +38.0% | +120.6% | +104.5% |
| All | +293.8% | +148.3% | +145.5% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling