+278.2%
PCAR vs THC
+1,758.3%
-1,480.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +3.8% | +8.8% | -5.0% | +2.5% |
| 30D | -2.0% | +10.0% | -12.0% | -3.4% |
| 3M | -19.1% | +11.7% | -30.8% | -20.5% |
| 6M | -6.8% | +52.5% | -59.3% | -12.9% |
| YTD | -2.5% | +46.1% | -48.5% | -8.6% |
| 1Y | +9.7% | +49.1% | -39.5% | +2.3% |
| 3Y | +34.0% | +439.6% | -405.7% | +0.3% |
| 5Y | +113.3% | +263.2% | -149.8% | +64.4% |
| 10Y | +278.2% | +1,900.5% | -1,622.3% | +115.8% |
| All | +278.2% | +1,758.3% | -1,480.1% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling