-76.2%
PCG vs THC
+1,758.3%
-1,834.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -0.5% | +8.8% | -9.3% | -2.3% |
| 30D | +0.8% | +10.0% | -9.3% | -1.5% |
| 3M | -22.0% | +11.7% | -33.7% | -24.0% |
| 6M | -17.1% | +52.5% | -69.6% | -25.1% |
| YTD | -16.9% | +46.1% | -62.9% | -24.6% |
| 1Y | -19.1% | +49.1% | -68.2% | -27.1% |
| 3Y | -19.4% | +439.6% | -459.1% | -48.0% |
| 5Y | +9.0% | +263.2% | -254.2% | -26.9% |
| 10Y | -76.2% | +1,900.5% | -1,976.6% | -90.1% |
| All | -76.2% | +1,758.3% | -1,834.5% | -90.1% |
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