-19.4%
PCG vs THC
+418.9%
-438.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | 0.0% | +5.9% | -5.9% | -0.7% |
| 30D | +5.8% | +10.8% | -5.0% | +4.4% |
| 3M | -22.8% | +9.4% | -32.2% | -23.7% |
| 6M | -18.4% | +53.3% | -71.7% | -22.8% |
| YTD | -16.9% | +44.2% | -61.0% | -21.0% |
| 1Y | -17.6% | +37.3% | -54.9% | -21.4% |
| All | -19.4% | +418.9% | -438.4% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling