+140.0%
TRV vs PFGC
+59.5%
+80.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.9% |
| 7D | -1.5% | -4.8% | +3.4% | -0.3% |
| 30D | -1.8% | -17.2% | +15.4% | +2.7% |
| 3M | +21.6% | -6.3% | +27.9% | +23.5% |
| 6M | +22.5% | +8.8% | +13.6% | +19.7% |
| YTD | +28.1% | +4.9% | +23.2% | +25.4% |
| 1Y | +37.0% | -9.5% | +46.5% | +40.2% |
| All | +140.0% | +59.5% | +80.5% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling