+255.2%
PBF vs THC
+1,879.5%
-1,624.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.5% |
| 7D | -4.0% | +0.2% | -4.2% | -4.0% |
| 30D | -18.0% | +9.0% | -27.0% | -20.5% |
| 3M | +0.9% | +12.9% | -12.0% | -3.6% |
| 6M | +65.7% | +52.8% | +12.9% | +39.9% |
| YTD | +161.9% | +47.4% | +114.4% | +118.7% |
| 1Y | +77.8% | +47.7% | +30.1% | +47.8% |
| 3Y | +74.9% | +444.7% | -369.8% | -16.9% |
| 5Y | +423.4% | +269.3% | +154.1% | +162.3% |
| 10Y | +255.2% | +1,913.5% | -1,658.4% | -8.2% |
| All | +255.2% | +1,879.5% | -1,624.4% | -8.2% |
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