+66.0%
PBF vs THC
+238.5%
-172.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +4.3% | -0.7% | +4.9% | +4.3% |
| 30D | +22.0% | +1.3% | +20.7% | +21.9% |
| 3M | +74.5% | +64.2% | +10.2% | +68.0% |
| 6M | +67.7% | +8.3% | +59.4% | +69.2% |
| YTD | +179.2% | +33.4% | +145.8% | +171.4% |
| 1Y | +170.0% | +37.7% | +132.3% | +160.1% |
| All | +66.0% | +238.5% | -172.4% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling