+14.1%
PCG vs THC
+274.4%
-260.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -1.6% | +3.7% | -5.3% | -2.2% |
| 30D | +1.4% | +9.0% | -7.6% | +0.1% |
| 3M | -23.4% | +10.4% | -33.8% | -24.6% |
| 6M | -19.4% | +45.7% | -65.0% | -24.0% |
| YTD | -18.5% | +42.6% | -61.1% | -23.2% |
| 1Y | -19.5% | +38.8% | -58.3% | -24.0% |
| 3Y | -21.0% | +418.8% | -439.8% | -40.9% |
| All | +14.1% | +274.4% | -260.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling