-19.5%
PCG vs THC
+35.6%
-55.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -1.6% | +3.7% | -5.3% | -2.1% |
| 30D | +1.4% | +9.0% | -7.6% | +0.2% |
| 3M | -23.4% | +10.4% | -33.8% | -24.4% |
| 6M | -19.4% | +45.7% | -65.0% | -23.2% |
| YTD | -18.5% | +42.6% | -61.1% | -22.2% |
| 1Y | -19.5% | +38.8% | -58.3% | -23.1% |
| All | -19.5% | +35.6% | -55.1% | -23.1% |
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 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