+6,411.5%
TRV vs PEG
+2,929.1%
+3,482.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +0.5% | +1.0% | -0.6% | 0.0% |
| 30D | -4.9% | -1.9% | -3.0% | -4.1% |
| 3M | +23.7% | -3.7% | +27.4% | +25.7% |
| 6M | +20.3% | -9.4% | +29.7% | +25.3% |
| YTD | +27.1% | -6.0% | +33.0% | +29.9% |
| 1Y | +35.3% | -4.4% | +39.7% | +37.0% |
| 3Y | +139.8% | +33.5% | +106.3% | +105.2% |
| 5Y | +153.9% | +35.7% | +118.1% | +112.8% |
| 10Y | +285.9% | +140.4% | +145.4% | +148.2% |
| All | +6,411.5% | +2,929.1% | +3,482.4% | +1,445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling