+106.6%
PCAR vs THC
+274.4%
-167.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | +0.1% | +3.7% | -3.6% | -0.4% |
| 30D | -4.6% | +9.0% | -13.6% | -5.7% |
| 3M | -22.6% | +10.4% | -33.0% | -23.7% |
| 6M | -12.0% | +45.7% | -57.6% | -16.6% |
| YTD | -6.1% | +42.6% | -48.7% | -11.1% |
| 1Y | +6.3% | +38.8% | -32.4% | +0.8% |
| 3Y | +31.8% | +418.8% | -387.0% | +0.5% |
| All | +106.6% | +274.4% | -167.7% | +63.9% |
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