+12,611.2%
PCAR vs THC
+558.0%
+12,053.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | +2.2% | +5.9% | -3.7% | +1.2% |
| 30D | -4.4% | +10.8% | -15.2% | -6.0% |
| 3M | -21.4% | +9.4% | -30.9% | -22.7% |
| 6M | -7.3% | +53.3% | -60.6% | -14.1% |
| YTD | -3.8% | +44.2% | -47.9% | -10.3% |
| 1Y | +6.3% | +37.3% | -31.0% | -0.3% |
| 3Y | +34.4% | +421.6% | -387.2% | -1.3% |
| 5Y | +109.2% | +279.8% | -170.6% | +56.1% |
| 10Y | +312.9% | +1,513.9% | -1,201.0% | +108.4% |
| All | +12,611.2% | +558.0% | +12,053.2% | +5,121.2% |
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