+334.1%
PBF vs THC
+952.2%
-618.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.5% | +4.0% |
| 7D | +2.4% | -2.6% | +4.9% | +3.1% |
| 30D | +24.9% | -1.2% | +26.0% | +25.2% |
| 3M | +81.9% | +58.9% | +22.9% | +54.0% |
| 6M | +79.4% | +9.3% | +70.0% | +69.0% |
| YTD | +188.3% | +30.4% | +157.9% | +154.2% |
| 1Y | +177.3% | +34.6% | +142.7% | +139.9% |
| 3Y | +56.0% | +246.7% | -190.7% | -8.9% |
| 5Y | +804.0% | +244.5% | +559.5% | +382.3% |
| 10Y | +334.1% | +950.1% | -616.0% | +68.3% |
| All | +334.1% | +952.2% | -618.1% | +68.3% |
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