+344.9%
TRV vs PPL
+67.2%
+277.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +6.7% | +2.6% | +4.1% | +5.3% |
| 3M | +9.4% | +0.8% | +8.6% | +8.8% |
| 6M | +37.7% | +1.4% | +36.3% | +36.3% |
| YTD | +40.6% | +4.3% | +36.3% | +36.5% |
| 1Y | +42.4% | +0.8% | +41.7% | +40.7% |
| 3Y | +148.1% | +57.9% | +90.2% | +92.6% |
| 5Y | +181.7% | +48.3% | +133.4% | +122.0% |
| All | +344.9% | +67.2% | +277.8% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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