+145.0%
TRV vs PPG
-17.4%
+162.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +1.9% | -6.2% | +8.2% | +3.3% |
| 30D | +1.7% | -7.9% | +9.6% | +3.4% |
| 3M | +23.9% | -10.2% | +34.1% | +26.4% |
| 6M | +26.3% | +2.7% | +23.6% | +24.7% |
| YTD | +30.8% | +4.9% | +25.9% | +28.0% |
| 1Y | +36.3% | -3.2% | +39.5% | +36.0% |
| 3Y | +145.0% | -17.0% | +162.0% | +143.7% |
| All | +145.0% | -17.4% | +162.4% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling