+6,467.7%
TRV vs PPG
+2,572.2%
+3,895.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.4% |
| 7D | -1.5% | -5.1% | +3.7% | +0.7% |
| 30D | -1.8% | -9.6% | +7.8% | +2.3% |
| 3M | +21.6% | -6.4% | +28.0% | +24.3% |
| 6M | +22.5% | +0.5% | +21.9% | +20.4% |
| YTD | +28.1% | +4.4% | +23.7% | +23.4% |
| 1Y | +37.0% | -0.9% | +37.9% | +34.5% |
| 3Y | +141.9% | -17.0% | +158.8% | +150.3% |
| 5Y | +158.5% | -23.7% | +182.2% | +168.5% |
| 10Y | +297.5% | +25.9% | +271.7% | +222.7% |
| All | +6,467.7% | +2,572.2% | +3,895.5% | +1,777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling