+157.1%
TRV vs PH
+249.1%
-92.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -2.3% | -10.3% | +8.0% | +0.3% |
| 3M | +22.7% | +5.1% | +17.6% | +20.8% |
| 6M | +21.9% | +2.3% | +19.7% | +20.5% |
| YTD | +27.5% | +8.7% | +18.8% | +23.7% |
| 1Y | +36.2% | +26.8% | +9.5% | +26.5% |
| 3Y | +140.6% | +139.2% | +1.4% | +81.8% |
| All | +157.1% | +249.1% | -92.0% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling