+252.3%
PBF vs THC
+1,325.8%
-1,073.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.7% |
| 7D | -7.4% | +7.5% | -14.8% | -9.9% |
| 30D | -17.5% | +9.6% | -27.0% | -20.2% |
| 3M | +13.1% | +10.3% | +2.9% | +8.9% |
| 6M | +72.6% | +51.8% | +20.8% | +46.0% |
| YTD | +161.2% | +45.4% | +115.8% | +119.1% |
| 1Y | +93.3% | +40.8% | +52.5% | +63.1% |
| 3Y | +80.7% | +448.8% | -368.1% | -14.5% |
| 5Y | +396.1% | +263.4% | +132.7% | +149.9% |
| 10Y | +252.3% | +1,800.1% | -1,547.8% | -7.7% |
| All | +252.3% | +1,325.8% | -1,073.5% | -7.7% |
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