-77.6%
PCG vs THC
+1,421.6%
-1,499.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -1.6% | +3.7% | -5.3% | -2.5% |
| 30D | +1.4% | +9.0% | -7.6% | -0.6% |
| 3M | -23.4% | +10.4% | -33.8% | -25.2% |
| 6M | -19.4% | +45.7% | -65.0% | -26.4% |
| YTD | -18.5% | +42.6% | -61.1% | -25.7% |
| 1Y | -19.5% | +38.8% | -58.3% | -26.4% |
| 3Y | -21.0% | +418.8% | -439.8% | -48.4% |
| 5Y | +13.7% | +275.7% | -261.9% | -24.3% |
| All | -77.6% | +1,421.6% | -1,499.3% | -90.7% |
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