+293.8%
TRV vs PFGC
+294.6%
-0.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | -1.5% | -4.8% | +3.4% | -0.4% |
| 30D | -1.8% | -17.2% | +15.4% | +2.2% |
| 3M | +21.6% | -6.3% | +27.9% | +23.2% |
| 6M | +22.5% | +8.8% | +13.6% | +19.9% |
| YTD | +28.1% | +4.9% | +23.2% | +25.9% |
| 1Y | +37.0% | -9.5% | +46.5% | +38.9% |
| 3Y | +141.9% | +59.6% | +82.3% | +115.4% |
| 5Y | +158.5% | +113.5% | +45.0% | +111.5% |
| All | +293.8% | +294.6% | -0.8% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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