+1,573.8%
PBR vs THC
+215.5%
+1,358.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +8.6% | -0.7% | +9.2% | +8.7% |
| 30D | +12.8% | +1.3% | +11.5% | +12.3% |
| 3M | +14.7% | +64.2% | -49.6% | +1.4% |
| 6M | +25.2% | +8.3% | +16.9% | +20.7% |
| YTD | +77.1% | +33.4% | +43.8% | +62.0% |
| 1Y | +69.6% | +37.7% | +31.9% | +53.1% |
| 3Y | +95.6% | +236.8% | -141.2% | +37.8% |
| 5Y | +501.8% | +249.3% | +252.5% | +296.5% |
| 10Y | +640.6% | +995.2% | -354.7% | +220.7% |
| All | +1,573.8% | +215.5% | +1,358.3% | +599.5% |
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