+34.3%
TRV vs PPG
+5.2%
+29.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -0.1% | -1.5% | +1.3% | +0.1% |
| 30D | -3.4% | -5.0% | +1.5% | -2.7% |
| 3M | +26.4% | +1.1% | +25.3% | +26.0% |
| 6M | +19.3% | -3.2% | +22.5% | +20.1% |
| YTD | +28.3% | +11.9% | +16.5% | +24.6% |
| 1Y | +34.3% | +5.3% | +29.0% | +33.2% |
| All | +34.3% | +5.2% | +29.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling