+63.2%
PAAS vs THC
+266.8%
-203.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.3% | -5.9% |
| 7D | +4.2% | +8.8% | -4.7% | +2.5% |
| 30D | -13.8% | +10.0% | -23.8% | -15.4% |
| 3M | -22.7% | +11.7% | -34.4% | -24.5% |
| 6M | -32.1% | +52.5% | -84.6% | -38.0% |
| YTD | -22.3% | +46.1% | -68.4% | -28.9% |
| 1Y | +7.7% | +49.1% | -41.4% | -2.1% |
| 3Y | +214.0% | +439.6% | -225.6% | +107.7% |
| 5Y | +63.2% | +263.2% | -199.9% | +12.8% |
| All | +63.2% | +266.8% | -203.6% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling