+157.1%
TRV vs PFG
+107.2%
+49.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.2% | +3.2% | -3.0% | -1.2% |
| 30D | -2.3% | +0.9% | -3.3% | -2.8% |
| 3M | +22.7% | +7.7% | +15.0% | +18.7% |
| 6M | +21.9% | +29.0% | -7.0% | +9.3% |
| YTD | +27.5% | +32.5% | -5.0% | +12.7% |
| 1Y | +36.2% | +47.3% | -11.1% | +14.8% |
| 3Y | +140.6% | +68.2% | +72.4% | +88.8% |
| All | +157.1% | +107.2% | +49.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling