+112.6%
PCAR vs THC
+266.8%
-154.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +3.5% | +8.8% | -5.4% | +2.3% |
| 30D | -2.3% | +10.0% | -12.3% | -3.6% |
| 3M | -19.3% | +11.7% | -31.0% | -20.6% |
| 6M | -7.1% | +52.5% | -59.6% | -12.6% |
| YTD | -2.8% | +46.1% | -48.9% | -8.3% |
| 1Y | +9.3% | +49.1% | -39.8% | +2.6% |
| 3Y | +33.5% | +439.6% | -406.1% | +0.9% |
| 5Y | +112.6% | +263.2% | -150.5% | +71.0% |
| All | +112.6% | +266.8% | -154.2% | +71.0% |
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