+196.2%
PAAS vs THC
+1,813.2%
-1,617.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -8.9% | +1.0% | -9.9% | -9.0% |
| 30D | -11.4% | +5.3% | -16.7% | -12.0% |
| 3M | -20.4% | +7.1% | -27.6% | -21.1% |
| 6M | -40.7% | +46.0% | -86.7% | -43.5% |
| YTD | -26.9% | +43.9% | -70.9% | -30.5% |
| 1Y | -3.1% | +45.4% | -48.5% | -7.9% |
| 3Y | +199.3% | +421.3% | -222.0% | +143.1% |
| 5Y | +48.3% | +261.5% | -213.2% | +22.2% |
| All | +196.2% | +1,813.2% | -1,617.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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