+177.3%
PBF vs THC
+32.5%
+144.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.5% | +2.8% |
| 7D | +2.4% | -2.6% | +4.9% | +1.9% |
| 30D | +24.9% | -1.2% | +26.0% | +24.7% |
| 3M | +81.9% | +58.9% | +22.9% | +97.8% |
| 6M | +79.4% | +9.3% | +70.0% | +91.8% |
| YTD | +188.3% | +30.4% | +157.9% | +201.7% |
| 1Y | +177.3% | +34.6% | +142.7% | +188.8% |
| All | +177.3% | +32.5% | +144.8% | +188.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling