+420.4%
PBF vs THC
+258.4%
+162.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +6.5% | +1.0% | +5.5% | +6.3% |
| 30D | -20.0% | +5.3% | -25.3% | -20.5% |
| 3M | -3.3% | +7.1% | -10.4% | -4.2% |
| 6M | +76.8% | +46.0% | +30.8% | +67.8% |
| YTD | +168.9% | +43.9% | +125.0% | +153.2% |
| 1Y | +96.4% | +45.4% | +50.9% | +84.2% |
| 3Y | +77.2% | +421.3% | -344.1% | +27.6% |
| All | +420.4% | +258.4% | +162.0% | +293.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling