+7,105.1%
TRV vs PH
+25,056.6%
-17,951.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.0% | +4.3% | -2.3% | +0.5% |
| 30D | +6.7% | +0.1% | +6.6% | +6.2% |
| 3M | +9.4% | -9.4% | +18.7% | +12.5% |
| 6M | +37.7% | +8.8% | +29.0% | +32.5% |
| YTD | +40.6% | +9.6% | +31.0% | +34.0% |
| 1Y | +42.4% | +14.4% | +28.0% | +33.6% |
| 3Y | +148.1% | +134.5% | +13.6% | +75.8% |
| 5Y | +181.7% | +204.4% | -22.8% | +77.6% |
| 10Y | +352.6% | +697.3% | -344.7% | +94.0% |
| All | +7,105.1% | +25,056.6% | -17,951.5% | +1,051.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling