-5.1%
PCG vs THC
+40.9%
-46.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -13.9% | -0.7% | -13.2% | -13.8% |
| 30D | -16.9% | +1.3% | -18.1% | -17.0% |
| 3M | -14.7% | +64.2% | -79.0% | -20.7% |
| 6M | -23.8% | +8.3% | -32.1% | -24.6% |
| YTD | -10.5% | +33.4% | -43.9% | -14.2% |
| 1Y | -5.1% | +37.7% | -42.8% | -10.6% |
| All | -5.1% | +40.9% | -46.0% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling