+302.0%
TRV vs PH
+820.2%
-518.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.4% |
| 7D | +1.9% | -1.3% | +3.2% | +2.4% |
| 30D | +1.7% | -11.0% | +12.7% | +6.2% |
| 3M | +23.9% | +5.5% | +18.4% | +20.9% |
| 6M | +26.3% | +1.5% | +24.8% | +24.4% |
| YTD | +30.8% | +8.8% | +22.0% | +25.1% |
| 1Y | +36.3% | +24.5% | +11.8% | +23.2% |
| 3Y | +145.0% | +141.2% | +3.8% | +62.9% |
| 5Y | +163.9% | +256.3% | -92.4% | +43.1% |
| All | +302.0% | +820.2% | -518.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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