+330.8%
PBF vs THC
+779.7%
-448.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +4.3% | -0.7% | +4.9% | +4.5% |
| 30D | +22.0% | +1.3% | +20.7% | +21.5% |
| 3M | +74.5% | +64.2% | +10.2% | +47.7% |
| 6M | +67.7% | +8.3% | +59.4% | +59.1% |
| YTD | +179.2% | +33.4% | +145.8% | +146.4% |
| 1Y | +170.0% | +37.7% | +132.3% | +134.2% |
| 3Y | +66.4% | +236.8% | -170.4% | +2.1% |
| 5Y | +764.5% | +249.3% | +515.2% | +382.5% |
| 10Y | +358.5% | +995.2% | -636.7% | +63.9% |
| All | +330.8% | +779.7% | -448.9% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling