+6,477.2%
TRV vs PH
+25,185.5%
-18,708.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.1% | -3.1% | +2.9% | +0.9% |
| 30D | -3.4% | -3.2% | -0.2% | -2.5% |
| 3M | +26.4% | +10.6% | +15.8% | +21.5% |
| 6M | +19.3% | -2.1% | +21.4% | +19.1% |
| YTD | +28.3% | +10.2% | +18.1% | +22.7% |
| 1Y | +34.3% | +28.2% | +6.1% | +21.3% |
| 3Y | +140.1% | +134.9% | +5.3% | +70.2% |
| 5Y | +155.7% | +253.6% | -97.9% | +53.1% |
| 10Y | +285.5% | +804.7% | -519.2% | +59.0% |
| All | +6,477.2% | +25,185.5% | -18,708.4% | +954.7% |
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