+302.0%
TRV vs PNR
+66.2%
+235.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.2% |
| 7D | +1.9% | -6.0% | +8.0% | +4.1% |
| 30D | +1.7% | -14.0% | +15.7% | +7.1% |
| 3M | +23.9% | -21.7% | +45.6% | +33.8% |
| 6M | +26.3% | -37.3% | +63.5% | +46.8% |
| YTD | +30.8% | -45.1% | +75.9% | +58.9% |
| 1Y | +36.3% | -49.1% | +85.5% | +70.3% |
| 3Y | +145.0% | -14.8% | +159.9% | +143.4% |
| 5Y | +163.9% | -21.0% | +184.9% | +166.5% |
| All | +302.0% | +66.2% | +235.9% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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