+6,961.6%
TRV vs PPL
+2,158.2%
+4,803.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +9.6% | +5.4% | +4.1% | +7.2% |
| 3M | +2.7% | +4.3% | -1.5% | +0.8% |
| 6M | +32.0% | -1.3% | +33.4% | +32.5% |
| YTD | +37.8% | +4.7% | +33.1% | +34.4% |
| 1Y | +45.2% | +1.3% | +44.0% | +43.6% |
| 3Y | +145.3% | +57.2% | +88.0% | +100.3% |
| 5Y | +172.3% | +48.2% | +124.1% | +125.4% |
| 10Y | +367.3% | +62.7% | +304.6% | +265.6% |
| All | +6,961.6% | +2,158.2% | +4,803.3% | +1,996.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling