+296.5%
TRV vs PR
+169.5%
+127.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -0.1% | +2.9% | -3.1% | -0.3% |
| 30D | -3.4% | +18.0% | -21.5% | -4.5% |
| 3M | +26.4% | +16.9% | +9.5% | +25.0% |
| 6M | +19.3% | +28.2% | -8.9% | +17.1% |
| YTD | +28.3% | +69.3% | -41.0% | +23.7% |
| 1Y | +34.3% | +69.5% | -35.2% | +29.3% |
| 3Y | +140.1% | +81.7% | +58.4% | +128.2% |
| 5Y | +155.7% | +422.2% | -266.5% | +124.1% |
| 10Y | +285.5% | +110.4% | +175.2% | +220.8% |
| All | +296.5% | +169.5% | +127.0% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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