+6,432.7%
TRV vs PNR
+3,485.2%
+2,947.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +0.2% | -3.9% | +4.1% | +1.3% |
| 30D | -2.3% | -13.8% | +11.5% | +1.8% |
| 3M | +22.7% | -22.5% | +45.2% | +31.0% |
| 6M | +21.9% | -37.2% | +59.1% | +37.7% |
| YTD | +27.5% | -44.2% | +71.7% | +48.3% |
| 1Y | +36.2% | -46.6% | +82.9% | +60.5% |
| 3Y | +140.6% | -12.5% | +153.1% | +141.0% |
| 5Y | +154.5% | -19.3% | +173.9% | +155.5% |
| 10Y | +295.4% | +67.5% | +228.0% | +214.6% |
| All | +6,432.7% | +3,485.2% | +2,947.5% | +3,115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling